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A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations

Authors
Publisher Springer, Berlin
Year
Pages 148
Version paperback
Language English
ISBN 9783540707806
Categories Calculus & mathematical analysis
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Book 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.

A Concise Course on Stochastic Partial Differential Equations

Table of contents

Motivation, Aims and Examples.- Stochastic Integral in Hilbert Spaces.- Stochastic Differential Equations in Finite Dimensions.- A Class of Stochastic Differential Equations.

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