A Concise Course on Stochastic Partial Differential Equations
By: Claudia Prévôt, Michael Röckner.
Contributors: Rockner, Michael, 1956-.
Series: Lecture notes in mathematics -- 1905
Publisher: Springer
Published: 2007
Place of publication: Berlin
Language: eng
Number of pages: 144
ISBN-13: 9783540707806
Subjects: Stochastic differential equations
Description: "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."--Jacket.
Notes: Includes bibliographical references (p. 137-139) and index.