“The volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. ... To keep the book self-contained, necessary results about SDEs in finite dimensions are also included with complete proofs, as well as a chapter on stochastic integration on Hilbert spaces. ... graduate students and researchers who are interested in this area will find it a clear introduction.” (Richard Durrett, MAA Reviews, maa.org, August, 2016)

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Stochastic Partial Differential Equations : An Introduction

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