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A concise course on stochastic partial differential equations
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...
Autores principales: | , |
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Lenguaje: | eng |
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Springer
2007
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Acceso en línea: | https://dx.doi.org/10.1007/978-3-540-70781-3 http://cds.cern.ch/record/1691699 |