A concise course on stochastic partial differential equations
Author(s)
Bibliographic Information
A concise course on stochastic partial differential equations
（Lecture notes in mathematics, 1905）
Springer, c2007
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||1905200001578165
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Note
Includes bibliographical references (p. 137-139) and index
Description and Table of Contents
Description
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.
Table of Contents
Motivation, Aims and Examples.- Stochastic Integral in Hilbert Spaces.- Stochastic Differential Equations in Finite Dimensions.- A Class of Stochastic Differential Equations.
by "Nielsen BookData"