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A Concise Course on Stochastic Partial Differential Equations - Claudia Prévôt,Michael Röckner

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2007-06-08
52,40 € 87,33 €

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are 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 ba ... Täielik kirjeldus

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are 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 is included in appendices.

Lisateave

Autor Claudia Prévôt, Michael Röckner
Kirjastaja Springer Science & Business Media
Väljalaskeaasta 2007
Kaanetüüp Pehme kaanega
EAN 9783540707806
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Te vaatate: A Concise Course on Stochastic Partial Differential Equations
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52,40 € 87,33 €