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Item Details
| Title:
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A CONCISE COURSE ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
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| By: |
Claudia Prevot, Michael Rockner |
| Format: |
Paperback |
| List price:
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£31.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540707808 |
| ISBN 13: |
9783540707806 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Series: |
Lecture Notes in Mathematics v. 1905 |
| Pages: |
148 |
| Description: |
There are 3 approaches to analyze stochastic partial differential equations (SPDE): the 'martingale measure approach', the 'mild solution approach' and the 'variational approach'. This title offers an introduction to the variational approach. It includes lectures that focus on SPDE of evolutionary type. |
| Synopsis: |
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. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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