A Concise Course on Stochastic Partial Differential Equations (Paperback or Softback)

Prevot, Claudia

ISBN 10: 3540707808 / ISBN 13: 9783540707806

Verlag: Springer 6/8/2007, 2007

Beschreibung

A Concise Course on Stochastic Partial Differential Equations. Bestandsnummer des Verkäufers BBS-9783540707806

Bibliografische Details

Titel: A Concise Course on Stochastic Partial ...

Verlag: Springer 6/8/2007

Erscheinungsdatum: 2007

Einband: Paperback or Softback

Zustand: New

Art des Buches: Book

Über diesen Titel

Inhaltsangabe:

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are 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 is included in appendices.

Von der hinteren Coverseite:

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.