| 期刊全稱 | A Concise Course on Stochastic Partial Differential Equations | | 影響因子2023 | Claudia Prév?t,Michael R?ckner | | 視頻video | http://file.papertrans.cn/141/140354/140354.mp4 | | 發(fā)行地址 | Includes supplementary material: | | 學科分類 | Lecture Notes in Mathematics | | 圖書封面 |  | | 影響因子 | .These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale...There are basically 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, such as definitions and results from the theory of Hilbert spaces, are included in appendices.. | | Pindex | Book 2007 |
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