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 (816 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.


A Concise Course on Stochastic Partial Differential Equations Related Books

A Concise Course on Stochastic Partial Differential Equations
Language: en
Pages: 149
Authors: Claudia Prévôt
Categories: Mathematics
Type: BOOK - Published: 2007-05-26 - Publisher: Springer

DOWNLOAD EBOOK

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the
Stochastic Partial Differential Equations
Language: en
Pages: 74
Authors: Étienne Pardoux
Categories: Mathematics
Type: BOOK - Published: 2021-10-25 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equa
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

DOWNLOAD EBOOK

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
Stochastic Ordinary and Stochastic Partial Differential Equations
Language: en
Pages: 452
Authors: Peter Kotelenez
Categories: Mathematics
Type: BOOK - Published: 2007-12-05 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. I
Effective Dynamics of Stochastic Partial Differential Equations
Language: en
Pages: 283
Authors: Jinqiao Duan
Categories: Mathematics
Type: BOOK - Published: 2014-03-06 - Publisher: Elsevier

DOWNLOAD EBOOK

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large an