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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.
There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach” and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach”. A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
Produkteigenschaften
- Artikelnummer: 9783540707806
- Medium: Buch
- ISBN: 978-3-540-70780-6
- Verlag: Springer
- Erscheinungstermin: 08.06.2007
- Sprache(n): Englisch
- Auflage: 1. Auflage 2007
- Serie: Lecture Notes in Mathematics
- Produktform: Kartoniert
- Gewicht: 510 g
- Seiten: 148
- Format (B x H): 155 x 235 mm
- Ausgabetyp: Kein, Unbekannt