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A Concise Course on Stochastic Partial Differential Equations: 1905 (Lecture Notes in Mathematics) - Softcover
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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.
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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.
There are basically 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, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
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- VerlagSpringer Berlin Heidelberg
- Erscheinungsdatum2008
- ISBN 10 3540707808
- ISBN 13 9783540707806
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten154
- Kontakt zum HerstellerNicht verfügbar
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A Concise Course on Stochastic Partial Differential Equations
Verlag:
Springer, Berlin, Springer Berlin Heidelberg, Springer, 2007
ISBN 10: 3540707808
ISBN 13: 9783540707806
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.There are basically 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, such as definitions and results from the theory of Hilbert spaces, are included in appendices. Artikel-Nr. 9783540707806
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A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
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