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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...

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Detalles Bibliográficos
Autores principales: Prévôt, Claudia, Röckner, Michael
Lenguaje:eng
Publicado: Springer 2007
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-70781-3
http://cds.cern.ch/record/1691699