A Concise Course on Stochastic Partial Differential Equations: 1905 - Brossura

Prévôt, Claudia

Brossura

ISBN 10: 3540707808 ISBN 13: 9783540707806

Casa editrice: Springer Berlin Heidelberg, 2008

Riassunto

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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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type.  All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations.
To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale.

There are basically 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, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

Dettagli dell'edizione

• Editore: Springer Berlin Heidelberg
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 3540707808
• ISBN 13: 9783540707806
• Rilegatura: Copertina flessibile
• Numero di pagine: 154
• Contatto del produttore: non disponibile
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