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Könyv A Concise Course on Stochastic Partial Differential Equations Claudia Prévot

A Concise Course on Stochastic Partial Differential Equations

Szerző: Claudia Prévot, Michael Röckner
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer, Berlin
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 13-18 napon belül
17 128 Ft
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...

Információk a könyvről

Szerző
Claudia Prévot, Michael Röckner
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2007
oldal
148
EAN
9783540707806
ISBN
3540707808
Enbook ID
01568113
Kiadó
Springer, Berlin
Súly
260
Méretek
156 x 234 x 8

Teljes leírás

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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