Stochastic Partial Differential Equations

• Main Authors: Lototsky, Sergey V. (Author), Rozovsky, Boris L. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Universitext,
• Subjects: Mathematics.; Partial differential equations.; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic...