A Concise Course on Stochastic Partial Differential Equations by Claudia Prevot, Michael Rockner

A Concise Course on Stochastic Partial Differential Equations

Lecture Notes in Mathematics

Claudia Prevot, Michael Rockner

144 pages missing pub info (editions)

nonfiction mathematics medium-paced
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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 appro...

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