A Concise Course on Stochastic Partial Differential Equations

Name: A Concise Course on Stochastic Partial Differential Equations
Brand: Springer, Berlin
SKU: 9783540707806
Price: 1082 CZK
Availability: InStock

Autor: Claudia Prévot, Michael Röckner

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 13-18 dnů

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...

Informace o knize

Autor

Claudia Prévot, Michael Röckner

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2007

Stránek

148

EAN

9783540707806

ISBN

3540707808

Enbook ID

01568113

Vydavatel

Springer, Berlin

Hmotnost

260

Rozměry

156 x 234 x 8

Kompletní popis

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.

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A Concise Course on Stochastic Partial Differential Equations

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Kompletní popis

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