A Concise Course on Stochastic Partial Differential Equations by Claudia Pr?v?t

Description: A Concise Course on Stochastic Partial Differential Equations by Claudia Prévôt, Michael Röckner Estimated delivery 3-12 business days Format Paperback Condition Brand New Description These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. a continuous local martingale.There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". Publisher Description 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. Details ISBN 3540707808 ISBN-13 9783540707806 Title A Concise Course on Stochastic Partial Differential Equations Author Claudia Prévôt, Michael Röckner Format Paperback Year 2007 Pages 148 Edition 2007th Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:137756206; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

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