Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 148 pp. Englisch. N� de r�f. du vendeur 9783540707806

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Concise Course on Stochastic Partial Differential Equations

Prevot, Claudia; Rockner, Michael

Edit� par Springer, 2007

ISBN 10 : 3540707808 ISBN 13 : 9783540707806

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A Concise Course on Stochastic Partial Differential Equations

Claudia Pr�vot

Edit� par Springer, Berlin, Springer Berlin Heidelberg, Springer, 2007

ISBN 10 : 3540707808 ISBN 13 : 9783540707806

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N� de r�f. du vendeur 9783540707806

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A Concise Course on Stochastic Partial Differential Equations

Pr?v?t Claudia R?ckner Michael

Edit� par Springer, 2007

ISBN 10 : 3540707808 ISBN 13 : 9783540707806

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Etat : New. Print on Demand pp. 156 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N� de r�f. du vendeur 7546157

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