Stochastic Partial Differential Equations: An Introduction

• Κύριοι συγγραφείς: Liu, Wei (Συγγραφέας), Röckner, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: Universitext,
• Θέματα: Mathematics.; Differential equations.; Partial differential equations.; Game theory.; Mathematical physics.; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Ordinary Differential Equations.; Mathematical Applications in the Physical Sciences.; Game Theory, Economics, Social and Behav. Sciences.

This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-ma...

Πίνακας περιεχομένων:

• Motivation, Aims and Examples
• Stochastic Integral in Hilbert Spaces
• SDEs in Finite Dimensions
• SDEs in Infinite Dimensions and Applications to SPDEs
• SPDEs with Locally Monotone Coefficients
• Mild Solutions.