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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

• Full title: A Concise Course on Stochastic Partial Differential Equations
• Author: Claudia Prévot, Michael Röckner
• Language: English
• Binding: Paperback
• Number of pages: 148
• EAN: 9783540707806
• ISBN: 3540707808
• ID: 01568113
• Publisher: Springer, Berlin
• Weight: 260 g
• Dimensions: 234 × 156 × 8 mm
• Published: 2007

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