Stochastic Partial Differential Equations: An Introduction

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Liu, Wei (Autor), Röckner, Michael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Universitext,
Temas:
Probabilities.
Differential equations.
Mathematical physics.
Game theory.
Probability Theory.
Differential Equations.
Mathematical Physics.
Game Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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