A Concise Course on Stochastic Partial Differential Equations
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The work A Concise Course on Stochastic Partial Differential Equations represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
A Concise Course on Stochastic Partial Differential Equations
Resource Information
The work A Concise Course on Stochastic Partial Differential Equations represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 A Concise Course on Stochastic Partial Differential Equations
 Statement of responsibility
 by Claudia Prévôt, Michael Röckner
 Subject

 Probability Theory and Stochastic Processes
 Mathematics
 Mathematics
 Distribution (Probability theory)
 Distribution (Probability theory)
 Electronic resources
 Mathematics
 Distribution (Probability theory)
 Partial Differential Equations
 Differential equations, partial
 Differential equations, partial
 Differential equations, partial
 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 manmade 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 selfcontained 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
 Image bit depth
 0
 LC call number
 QA370380
 Literary form
 non fiction
 Series statement
 Lecture Notes in Mathematics,
 Series volume
 1905
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