A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations
Author :
Publisher : Springer
Total Pages : 149
Release :
ISBN-10 : 9783540707813
ISBN-13 : 3540707816
Rating : 4/5 (13 Downloads)

Book Synopsis A Concise Course on Stochastic Partial Differential Equations by : Claudia Prévôt

Download or read book A Concise Course on Stochastic Partial Differential Equations written by Claudia Prévôt and published by Springer. This book was released on 2007-05-26 with total page 149 pages. Available in PDF, EPUB and Kindle. 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.


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