A Concise Course on Stochastic Partial Differential Equations
These lectures concentrate on (nonlinear) shastic 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.
1128809030
A Concise Course on Stochastic Partial Differential Equations
These lectures concentrate on (nonlinear) shastic 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.
44.99
In Stock
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A Concise Course on Stochastic Partial Differential Equations
148
A Concise Course on Stochastic Partial Differential Equations
148Paperback(2007)
$44.99
44.99
In Stock
Product Details
| ISBN-13: | 9783540707806 |
|---|---|
| Publisher: | Springer Berlin Heidelberg |
| Publication date: | 07/20/2007 |
| Series: | Lecture Notes in Mathematics , #1905 |
| Edition description: | 2007 |
| Pages: | 148 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.01(d) |
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