A concise course on stochastic partial differential equations
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 cas...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Germany ; New York, New York :
Springer
[2007]
|
| Edición: | 1st ed. 2007. |
| Colección: | Lecture Notes in Mathematics,
1905 |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461262806719 |
Tabla de Contenidos:
- Motivation, Aims and Examples
- Stochastic Integral in Hilbert spaces
- Stochastic Differential Equations in Finite Dimensions
- A Class of Stochastic Differential Equations in Banach Spaces
- Appendices: The Bochner Integral
- Nuclear and Hilbert-Schmidt Operators
- Pseudo Invers of Linear Operators
- Some Tools from Real Martingale Theory
- Weak and Strong Solutions: the Yamada-Watanabe Theorem
- Strong, Mild and Weak Solutions.
