Stochastic Partial Differential Equations: An Introduction

• Main Authors: Liu, Wei (Author), Röckner, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Universitext,
• Subjects: 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...

Table of Contents:

• 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.