A Concise Course on Stochastic Partial Differential Equations

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  • A Concise Course on Stochastic Partial Differential Equations Book Detail

  • Author : Claudia Prévôt
  • Release Date : 2007-06-08
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 149
  • ISBN 13 : 3540707808
  • File Size : 26,26 MB

A Concise Course on Stochastic Partial Differential Equations by Claudia Prévôt PDF Summary

Book Description: 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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Stochastic Partial Differential Equations

Stochastic Partial Differential Equations

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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