Concise course on stochastic partial differential equations, a
Auteur :
Prevot, Claudia
Éditeur :
Prevot, ClaudiaRockner, Michael,
ISBN :
9783540707806
Date de publication :
1 févr. 2007
Dimensions :
23,4 x 15,6 x 0,8 cm
Poids :
510 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
There are 3 approaches to analyze stochastic partial differential equations (SPDE): the 'martingale measure approach', the 'mild solution approach' and the 'variational approach'. This title offers an introduction to the variational approach. It includes lectures that focus on SPDE of evolutionary type.