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A Concise Course on Stochastic Partial Differential Equations (Paperback, 2007 ed.) Loot Price: R1,191
Discovery Miles 11 910
Repayment Terms: R112 pm x 12*
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A Concise Course on Stochastic Partial Differential Equations (Paperback, 2007 ed.): Claudia Prevot, Michael Roeckner

A Concise Course on Stochastic Partial Differential Equations (Paperback, 2007 ed.)

Claudia Prevot, Michael Roeckner

Series: Lecture Notes in Mathematics, 1905

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Loot Price R1,191 Discovery Miles 11 910 | Repayment Terms: R112 pm x 12*

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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 background material is included in appendices.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1905
Release date: June 2007
First published: June 2007
Authors: Claudia Prevot • Michael Roeckner
Dimensions: 235 x 155 x 8mm (L x W x T)
Format: Paperback
Pages: 148
Edition: 2007 ed.
ISBN-13: 978-3-540-70780-6
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations
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LSN: 3-540-70780-8
Barcode: 9783540707806

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