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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Full Text (via Springer) |
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| Other title: | Stochastic partial differential equations. |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2007.
|
| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1905. |
| Subjects: |
MARC
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| 100 | 1 | |a Prévôt, Claudia. |0 http://id.loc.gov/authorities/names/no2007073980 |1 http://isni.org/isni/0000000116065915. | |
| 245 | 1 | 2 | |a A concise course on stochastic partial differential equations |h [electronic resource] / |c Claudia Prévôt, Michael Röckner. |
| 246 | 3 | 0 | |a Stochastic partial differential equations. |
| 260 | |a Berlin ; |a New York : |b Springer, |c ©2007. | ||
| 300 | |a 1 online resource (vi, 144 pages) | ||
| 336 | |a text |b txt |2 rdacontent. | ||
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| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 1905. | |
| 504 | |a Includes bibliographical references (pages 137-139) and index. | ||
| 505 | 0 | |a Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions. | |
| 520 | 1 | |a "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. | |
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Stochastic partial differential equations. |0 http://id.loc.gov/authorities/subjects/sh87001697. | |
| 650 | 0 | |a Stochastic differential equations. |0 http://id.loc.gov/authorities/subjects/sh85128177. | |
| 650 | 7 | |a Stochastic differential equations. |2 fast |0 (OCoLC)fst01133506. | |
| 650 | 7 | |a Stochastic partial differential equations. |2 fast |0 (OCoLC)fst01133516. | |
| 700 | 1 | |a Röckner, Michael, |d 1956- |0 http://id.loc.gov/authorities/names/n84182139 |1 http://isni.org/isni/0000000116004979. | |
| 776 | 0 | 8 | |i Print version: |a Prévôt, Claudia. |t Concise course on stochastic partial differential equations. |d Berlin ; New York : Springer, ©2007 |z 9783540707806 |w (DLC) 2007925694 |w (OCoLC)144615083. |
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