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A concise course on stochastic partial differential equations

Author: Claudia Prévôt; Michael Röckner
Publisher: Berlin : Springer, ©2007.
Series: Lecture notes in mathematics, 1905.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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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  Read more...

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Document Type: Book
All Authors / Contributors: Claudia Prévôt; Michael Röckner
ISBN: 3540707808 9783540707806
OCLC Number: 424371516
Description: vi, 144 p. : ill. ; 24 cm.
Contents: Motivation, Aims and Examples.- Stochastic Integral in Hilbert Spaces.- Stochastic Differential Equations in Finite Dimensions.- A Class of Stochastic Differential Equations.
Series Title: Lecture notes in mathematics, 1905.
Responsibility: Claudia Prévôt, Michael Röckner.
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From the reviews:"This monograph is an elegantly and economically written first introduction to the field and meets the expectations of the title entirely. A great advantage of this account; is its Read more...

 
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