Stochastic Partial Differential Equations: An Introduction

by Étienne Pardoux

This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational...

• Format: Paperback
• Language: English
• ISBN: 3030890023
• ISBN13: 9783030890025
• Release Date: October 2021
• Publisher: Springer
• Length: 74 Pages
• Weight: 0.29 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"