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A Concise Course on Stochastic Partial Differential Equations: 1905 (Lecture Notes in Mathematics)

A Concise Course on Stochastic Partial Differential Equations: 1905 (Lecture Notes in Mathematics)

by Claudia Prévôt (Author), Michael Röckner (Author)

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    Paperback 2007

    $39.67
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.

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More Information

Format: Paperback
 Pages: 156
 Edition: 2007
 Publisher: Springer
Published: 08 Jun 2007
ISBN 10: 3540707808
ISBN 13: 9783540707806

Media Reviews

From the reviews:

This monograph is an elegantly and economically written first introduction to the field and meets the expectations of the title entirely. A great advantage of this account; is its wide self-containance of the plot, the completeness of all proofs, as well as a nice overview over the different notions of solutions of SPDEs culminating in the Yamada-Watanabe theorem entirely proven in the appendix. This book might be particularly helpful for graduate students and young researchers to get acquainted with this sophisticated area of research. (Micheal Hoegele, Zentralblatt MATH, Vol. 1123 (1), 2008)