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A Concise Course on Stochastic Partial Differential Equations

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 cas...

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Main Authors: Prévôt, Claudia. (Author, http://id.loc.gov/vocabulary/relators/aut), Röckner, Michael. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edition:1st ed. 2007.
Series:Lecture Notes in Mathematics, 1905
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Partial differential equations.
Probabilities.
Analysis.
Partial Differential Equations.
Probability Theory and Stochastic Processes.
Online Access:https://doi.org/10.1007/978-3-540-70781-3

Internet

https://doi.org/10.1007/978-3-540-70781-3

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