A Concise Course on Stochastic Partial Differential Equations
- Author
- Claudia Prévôt, Michael Röckner
- Publication Year
- 2007
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Mathematics and Statistics
- Download Book Read book
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.
Keywords: 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
