Book Details

A Concise Course on Stochastic Partial Differential Equations

Publication year: 2007

: 978-3-540-70781-3


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.

: 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