<p><P>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. <BR>To keep the technicalities minimal we confine ourselves
A Concise Course on Stochastic Partial Differential Equations
✍ Scribed by Claudia Prévôt, Michael Röckner (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2007
- Tongue
- English
- Leaves
- 148
- Series
- Lecture notes in mathematics 1905
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
✦ Subjects
Partial Differential Equations; Probability Theory and Stochastic Processes
📜 SIMILAR VOLUMES
<p><P>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. <BR>To keep the technicalities minimal we confine ourselves
<p><P>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. <BR>To keep the technicalities minimal we confine ourselves
<p><P>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. <BR>To keep the technicalities minimal we confine ourselves
<p><P>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. <BR>To keep the technicalities minimal we confine ourselves
Introduction -- Wave equations -- The heat equation -- Laplace's equation -- Properties of the Fourier transform -- Wave equations on Rn -- Dispersion -- Conservation laws and shocks</div>