Authors | |
Publisher | Springer, Berlin |
Year | |
Pages | 148 |
Version | paperback |
Language | English |
ISBN | 9783540707806 |
Categories | Calculus & mathematical analysis |
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.
A Concise Course on Stochastic Partial Differential Equations