A Concise Course on Stochastic Partial Differential Equations

• Main Authors: Prévôt, Claudia (Author), Röckner, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1905
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Partial differential equations.; Probabilities.; Analysis.; Partial Differential Equations.; Probability Theory and Stochastic Processes.

These 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 cas...