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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
R1,191 Discovery Miles 11 910
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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.

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