{"product_id":"a-concise-course-on-stochastic-partial-differential-equations-9783540707806","title":"A Concise Course on Stochastic Partial Differential Equations","description":"\u003cp\u003e • Author(s): Claudia Prévôt\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Differential Equations - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThese 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. \u003cbr\u003eTo 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.\u003c\/p\u003e \u003cp\u003eThere 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.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45275370782871,"sku":"9783540707806","price":2938.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783540707806.webp?v=1769282716","url":"https:\/\/atlanticbooks.com\/products\/a-concise-course-on-stochastic-partial-differential-equations-9783540707806","provider":"Atlantic Books","version":"1.0","type":"link"}