A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner |
Autore | Prévôt Claudia |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (148 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico | Stochastic differential equations |
ISBN |
1-280-90216-7
9786610902163 3-540-70781-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions. |
Record Nr. | UNISA-996466625903316 |
Prévôt Claudia | ||
Berlin, Germany ; ; New York, New York : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner |
Autore | Prévôt Claudia |
Edizione | [1st ed. 2007.] |
Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [2007] |
Descrizione fisica | 1 online resource (148 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico | Stochastic differential equations |
ISBN |
1-280-90216-7
9786610902163 3-540-70781-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions. |
Record Nr. | UNINA-9910482992803321 |
Prévôt Claudia | ||
Berlin, Germany ; ; New York, New York : , : Springer, , [2007] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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