A Concise Course on Stochastic Partial Differential Equations
Author | : Claudia Prévôt |
Publisher | : Springer |
Total Pages | : 149 |
Release | : 2007-05-26 |
ISBN-10 | : 9783540707813 |
ISBN-13 | : 3540707816 |
Rating | : 4/5 (816 Downloads) |
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.