A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations
Author: Claudia Prévôt
Publisher: Springer Science & Business Media
Total Pages: 149
Release: 2007-06-08
Genre: Mathematics
ISBN: 3540707808

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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.


A Concise Course on Stochastic Partial Differential Equations
Language: en
Pages: 149
Authors: Claudia Prévôt
Categories: Mathematics
Type: BOOK - Published: 2007-06-08 - Publisher: Springer Science & Business Media

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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
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Language: en
Pages: 336
Authors: Pao-Liu Chow
Categories: Mathematics
Type: BOOK - Published: 2014-12-10 - Publisher: CRC Press

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Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in
Stochastic Partial Differential Equations
Language: en
Pages: 74
Authors: Étienne Pardoux
Categories: Mathematics
Type: BOOK - Published: 2021-10-25 - Publisher: Springer Nature

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This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equa
Stochastic Differential Equations in Infinite Dimensions
Language: en
Pages: 300
Authors: Leszek Gawarecki
Categories: Mathematics
Type: BOOK - Published: 2010-11-29 - Publisher: Springer Science & Business Media

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The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

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This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research