| Description |
1 online resource (vi, 144 pages) |
| Series |
Lecture notes in mathematics, 0075-8434 ; 1905 |
|
Lecture notes in mathematics (Springer-Verlag) ; 1905.
|
| Contents |
Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions |
| Summary |
"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."--Jacket |
| Bibliography |
Includes bibliographical references (pages 137-139) and index |
| Notes |
Print version record |
| Subject |
Stochastic partial differential equations.
|
|
Stochastic differential equations.
|
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Stochastic differential equations
|
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Stochastic partial differential equations
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| Form |
Electronic book
|
| Author |
Röckner, Michael, 1956-
|
| ISBN |
9783540707813 |
|
3540707816 |
|
3540707808 |
|
9783540707806 |
|
9786610902163 |
|
661090216X |
|
