A Concise Course on Stochastic Partial Differential Equations
Publication year: 2007
ISBN: 978-3-540-70781-3
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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.
Subject: 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
