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A Concise Course on Stochastic Partial Differential Equations / Edition 1
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A Concise Course on Stochastic Partial Differential Equations / Edition 1 in Chattanooga, TN
Current price: $44.99
Barnes and Noble
A Concise Course on Stochastic Partial Differential Equations / Edition 1 in Chattanooga, TN
Current price: $44.99
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These lectures concentrate on (nonlinear) shastic 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.
These lectures concentrate on (nonlinear) shastic 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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