A Concise Course on Stochastic Partial Differential Equations

by Michael Rockner, Claudia Prevot, Michael Röckner

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...

• Format: Paperback
• Language: English
• ISBN: 3540707808
• ISBN13: 9783540707806
• Release Date: June 2007
• Publisher: Springer
• Length: 148 Pages
• Weight: 0.51 lbs.
• Dimensions: 0.4" x 6.3" x 9.2"