{"product_id":"claudia-prevot-a-concise-course-on-stochastic-partial-differential-equations-9783540707806","title":"A Concise Course on Stochastic Partial Differential Equations","description":"\u003cp\u003eThese 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.\u003c\/p\u003e\n\u003cp\u003eThere are basically 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, such as definitions and results from the theory of Hilbert spaces, are included in appendices.\u003c\/p\u003e","brand":"Springer Berlin","offers":[{"title":"Default Title","offer_id":53918639784278,"sku":null,"price":0.0,"currency_code":"EUR","in_stock":false}],"url":"https:\/\/www.momoxbooks.com\/products\/claudia-prevot-a-concise-course-on-stochastic-partial-differential-equations-9783540707806","provider":"momoxbooks","version":"1.0","type":"link"}