A concise course on stochastic partial differential equations [electronic resource] / Claudia Prévôt, Michael Röckner.
"These lectures 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." "To keep the technicalities minimal we confine ou...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Other Authors: | |
| Other title: | Stochastic partial differential equations. |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2007.
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1905. |
| Subjects: |
| Summary: | "These lectures 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." "To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process. But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale."--Jacket. |
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| Physical Description: | 1 online resource (vi, 144 pages) |
| Bibliography: | Includes bibliographical references (pages 137-139) and index. |
| ISBN: | 9783540707813 3540707816 3540707808 9783540707806 |
| ISSN: | 0075-8434 ; |