Details

Autor(en) / Beteiligte

• Morel, J.-M
• Takens, F
• Teissier, B

Titel

Concise Course on Stochastic Partial Differential Equations

Auflage

2007 edition.

Ort / Verlag

Berlin, Heidelberg: Springer Berlin / Heidelberg

Erscheinungsjahr

2007

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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.