A Concise Course on Stochastic Partial Differential Equations - Couverture souple

Prévôt, Claudia

Couverture souple

ISBN 10 : 3540707808 ISBN 13 : 9783540707806

Editeur : Springer Berlin Heidelberg, 2008

Synopsis

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.

Détails de l'édition

• Éditeur: Springer Berlin Heidelberg
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 3540707808
• ISBN 13: 9783540707806
• Reliure: Broché
• Nombre de pages: 154
• Coordonnées du fabricant: non disponible