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...

Table of Contents:

• Introduction
• Basic Ideas
• Stochastic Analysis in Infinite Dimensions
• Linear Equations: Square-Integrable Solutions
• The Polynomial Chaos Method
• Parameter Estimation for Diagonal SPDEs
• Solutions
• References
• Index.