A Concise Course on Stochastic Partial Differential Equations
(Sprache: Englisch)
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"....
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Klappentext zu „A Concise Course on Stochastic Partial Differential Equations “
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.
Inhaltsverzeichnis zu „A Concise Course on Stochastic Partial Differential Equations “
- 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
Bibliographische Angaben
- Autoren: Claudia Prévot , Michael Röckner
- 2007, 148 Seiten, Masse: 15,9 x 23,7 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3540707808
- ISBN-13: 9783540707806
- Erscheinungsdatum: 08.06.2007
Sprache:
Englisch
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