Hidden Bibliographic Details
| Varying Form of Title: | Stochastic partial differential equations
|
|---|
| Other authors / contributors: | Röckner, Michael, 1956-
|
|---|
| ISBN: | 9783540707813
3540707816
3540707808
9783540707806
|
|---|
| Notes: | Includes bibliographical references (pages 137-139) and index.
Print version record.
|
|---|
| 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.
|
|---|
| Other form: | Print version: Prévôt, Claudia. Concise course on stochastic partial differential equations. Berlin ; New York : Springer, ©2007 9783540707806
|
|---|
| Standard no.: | 10.1007/978-3-540-70781-3
|
|---|
