A Concise Course on Stochastic Partial Differential Equations
المؤلف
Claudia Prévôt, Michael Röckner
سنة النشر
2007
الناشر
Springer
لغة الملف
انكليزي
نوع الوثيقة
Book
الموضوع الرئيسي / الكلية
Mathematics and Statistics
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
