A Concise Course on Stochastic Partial Differential Equations - Claudia Prévôt,Michael Röckner
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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 ba ... Full description
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Description
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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| Author | Claudia Prévôt, Michael Röckner |
|---|---|
| Publisher | Springer Science & Business Media |
| Release year | 2007 |
| Cover type | Softcover |
| EAN | 9783540707806 |