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A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics) [Paperback]

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Item description for A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics) by Claudia Prevot & Michael Rockner...

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale.

There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.





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Item Specifications...


Pages   144
Est. Packaging Dimensions:   Length: 0.5" Width: 6" Height: 9"
Weight:   0.56 lbs.
Binding  Softcover
Release Date   Jul 20, 2007
Publisher   Springer
ISBN  3540707808  
ISBN13  9783540707806  


Availability  95 units.
Availability accurate as of May 29, 2017 07:01.
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Product Categories

1Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Differential Equations
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
4Books > Subjects > Science > General
5Books > Subjects > Science > Mathematics > Applied > Differential Equations
6Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
7Books > Subjects > Science > Mathematics > General



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