A Concise Course on Stochastic Partial Differential Equations

Pr?v?t Claudia R?ckner Michael

ISBN 10: 3540707808 / ISBN 13: 9783540707806

Edité par Springer, 2007

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PRINT ON DEMAND pp. 156.

N° de réf. du vendeur 18301816

Détails bibliographiques

• Titre: A Concise Course on Stochastic Partial Differential Equations
• Éditeur: Springer
• Date de parution: 2007
• Langue: anglais
• ISBN à 10 chiffres: 3540707808
• ISBN à 13 chiffres: 9783540707806
• Reliure: Couverture souple
• État de l'article: New

A propos de ce titre

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.