The Resource A Concise Course on Stochastic Partial Differential Equations, by Claudia Prévôt, Michael Röckner, (electronic resource)

A Concise Course on Stochastic Partial Differential Equations, by Claudia Prévôt, Michael Röckner, (electronic resource)

Label
A Concise Course on Stochastic Partial Differential Equations
Title
A Concise Course on Stochastic Partial Differential Equations
Statement of responsibility
by Claudia Prévôt, Michael Röckner
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Prévôt, Claudia
Image bit depth
0
LC call number
QA370-380
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Röckner, Michael.
  • SpringerLink
Series statement
Lecture Notes in Mathematics,
Series volume
1905
http://library.link/vocab/subjectName
  • Mathematics
  • Differential equations, partial
  • Distribution (Probability theory)
  • Mathematics
  • Partial Differential Equations
  • Probability Theory and Stochastic Processes
Label
A Concise Course on Stochastic Partial Differential Equations, by Claudia Prévôt, Michael Röckner, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions
Dimensions
unknown
Extent
VI, 144 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540707813
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-540-70781-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-70781-3
Label
A Concise Course on Stochastic Partial Differential Equations, by Claudia Prévôt, Michael Röckner, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions
Dimensions
unknown
Extent
VI, 144 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783540707813
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-540-70781-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-70781-3

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