A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

Prévôt, Claudia

ISBN 10: 3540707808 / ISBN 13: 9783540707806

Verlag: Springer, 2007

Beschreibung

Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Bestandsnummer des Verkäufers 00049669297

Bibliografische Details

• Titel: A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
• Verlag: Springer
• Veröffentlichungsdatum: 2007
• Sprache: Englisch
• ISBN-10: 3540707808
• ISBN-13: 9783540707806
• Bindung: Softcover
• Zustand: Good

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.