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The Resource A concise course on stochastic partial differential equations, Claudia Prévôt, Michael Röckner

A concise course on stochastic partial differential equations, Claudia Prévôt, Michael Röckner

Label
A concise course on stochastic partial differential equations
Title
A concise course on stochastic partial differential equations
Statement of responsibility
Claudia Prévôt, Michael Röckner
Creator
Contributor
Subject
Language
eng
Summary
"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 case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process. But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale."--BOOK JACKET
Member of
Cataloging source
OHX
http://library.link/vocab/creatorName
Prévôt, Claudia
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1956-
http://library.link/vocab/relatedWorkOrContributorName
Röckner, Michael
Series statement
Lecture notes in mathematics,
Series volume
1905
http://library.link/vocab/subjectName
  • Stochastic partial differential equations
  • Stochastic differential equations
Label
A concise course on stochastic partial differential equations, Claudia Prévôt, Michael Röckner
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 137-139) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Motivation, aims and examples -- Stochastic integral in Hilbert spaces -- Stochastic differential equations in finite dimensions -- A class of stochastic differential equations -- The Bochner integral -- Nuclear and Hilbert Schmidt operators -- Pseudo inverse of linear operators -- Some tools from real martingale theory -- Weak and strong solutions : the Yamada-Watanabe theorem -- Strong, mild and weak solutions
Control code
144615083
Dimensions
24 cm
Extent
vi, 144 pages
Isbn
9783540707806
Isbn Type
(pbk.)
Lccn
2007925694
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
(OCoLC)144615083
Label
A concise course on stochastic partial differential equations, Claudia Prévôt, Michael Röckner
Publication
Bibliography note
Includes bibliographical references (pages 137-139) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Motivation, aims and examples -- Stochastic integral in Hilbert spaces -- Stochastic differential equations in finite dimensions -- A class of stochastic differential equations -- The Bochner integral -- Nuclear and Hilbert Schmidt operators -- Pseudo inverse of linear operators -- Some tools from real martingale theory -- Weak and strong solutions : the Yamada-Watanabe theorem -- Strong, mild and weak solutions
Control code
144615083
Dimensions
24 cm
Extent
vi, 144 pages
Isbn
9783540707806
Isbn Type
(pbk.)
Lccn
2007925694
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
(OCoLC)144615083

Library Locations

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      1 University Blvd, St. Louis, MO, 63121, US
      38.710138 -90.311107
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