A Concise Course on Stochastic Partial Differential Equations
Claudia Prévôt, Michael Röckner
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.
巻:
1905
年:
2007
出版社:
Springer
言語:
english
ページ:
148
ISBN 10:
3540707816
ISBN 13:
9781035407071
シリーズ:
Lecture Notes in Mathematics
ファイル:
LIT , 160 KB
IPFS:
,
english, 2007