A Concise Course on Stochastic Partial Differential Equations
- المؤلف
- Claudia Prévôt, Michael Röckner
- سنة النشر
- 2007
- الناشر
- Springer
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Mathematics and Statistics
- تحميل الكتاب قراءة الكتاب
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.
الكلمات المفتاحية: Mathematics and Statistics / Bochner integral / Yamada-Watanabe theorem / Invariant measures / Partial differential equation / Stochastic integrals in Hilbert space / Stochastic partial differential equations / Variational approach / Partial differential equations
