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A Concise Course on Stochastic Partial Differential Equations

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  • "Stochastic partial differential equations"@en
  • "Stochastic partial differential equations"

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  • ""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." -- Font no determinada."

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  • "Electronic books"@en
  • "Llibres electrònics"
  • "Livre électronique (Descripteur de forme)"
  • "Ressource Internet (Descripteur de forme)"
  • "Online-Publikation"

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  • "A Concise Course on Stochastic Partial Differential Equations"@en
  • "A Concise Course on Stochastic Partial Differential Equations"
  • "A concise course on stochastic partial differential equations"
  • "A concise course on stochastic partial differential equations"@en
  • "A Concise course on stochastic partial differential equations"

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