A Concise Course on Stochastic Partial Differential Equations
Claudia Prévôt, Michael Röckner · 2007
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About the book
"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.
Book details
- Year
- 2007
- Language
- English
- Series
- Lecture notes in mathematics -- 1905
- Publisher
- Springer
- Editions
- 1
- Pages
- 144
- ISBN
- 9783540707806
Data source: Wikidata
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