A Concise Course on Stochastic Partial Differential Equations
Download or Read eBook A Concise Course on Stochastic Partial Differential Equations PDF written by Claudia Prévôt and published by Springer Science & Business Media. This book was released on 2007-06-08 with total page 149 pages. Available in PDF, EPUB and Kindle.
Author | : Claudia Prévôt |
Publisher | : Springer Science & Business Media |
Total Pages | : 149 |
Release | : 2007-06-08 |
ISBN-10 | : 9783540707806 |
ISBN-13 | : 3540707808 |
Rating | : 4/5 (06 Downloads) |
Book Synopsis A Concise Course on Stochastic Partial Differential Equations by : Claudia Prévôt
Book excerpt: These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material is included in appendices.