| A Concise Course on Stochastic Partial Differential Equations 2007 Edition Contributor(s): Prévôt, Claudia (Author), Röckner, Michael (Author) |
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ISBN: 3540707808 ISBN-13: 9783540707806 Publisher: Springer OUR PRICE: $42.74 Product Type: Paperback - Other Formats Published: June 2007 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Mathematics | Differential Equations - General - Mathematics | Probability & Statistics - General - Mathematics | Mathematical Analysis |
| Dewey: 519.2 |
| LCCN: 2007925694 |
| Series: Lecture Notes in Mathematics |
| Physical Information: 0.38" H x 6.25" W x 9.15" (0.51 lbs) 148 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |