| 书目名称 | Stochastic Partial Differential Equations |
| 副标题 | An Introduction |
| 编辑 | Étienne Pardoux |
| 视频video | |
| 概述 | Provides a useful starting point for beginners to the subject.Motivated by a long list of applications from many distinct fields.Includes several distinct approaches to stochastic partial differential |
| 丛书名称 | SpringerBriefs in Mathematics |
| 图书封面 |  |
| 描述 | .This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical Itô formulation and the martingale problem approach due to Stroock and Varadhan. The final chapter considers the solution of a space-time white noise-driven SPDE as a real-valued function of time and (one-dimensional) space. The results of J. Walsh‘s St Flour notes on the existence, uniqueness and Hölder regularity of the solution are presented. In addition, conditions are given under which the solution remains nonnegative, and the Malliavin calculus is applied. Lastly, reflected SPDEs and their connection with super Brownian motion are considered...At a time when new sophisticated branches of the subject are being developed, this book will be a welcome reference on classical SPDEs for newc |
| 出版日期 | Book 2021 |
| 关键词 | stochastic partial differential equations; stochastic calculus in Hilbert space; martingale problem fo |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-89003-2 |
| isbn_softcover | 978-3-030-89002-5 |
| isbn_ebook | 978-3-030-89003-2Series ISSN 2191-8198 Series E-ISSN 2191-8201 |
| issn_series | 2191-8198 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 17:18:04
