| 书目名称 | Stochastic Partial Differential Equations: An Introduction |
| 编辑 | Wei Liu,Michael Röckner |
| 视频video | |
| 概述 | A concise and as self-contained as possible introduction to the ‘variational approach’ of SPDEs.Provides a very detailed introduction to stochastic integration on Hilbert spaces.Includes a complete pr |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | .This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. .Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known |
| 出版日期 | Textbook 2015 |
| 关键词 | Explosive Solutions; Gelfand Triples; Generalized Coercivity; Girsanov Theorem on Hilbert; Invariant Mea |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-22354-4 |
| isbn_softcover | 978-3-319-22353-7 |
| isbn_ebook | 978-3-319-22354-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer International Publishing Switzerland 2015 |
发表于 2025-3-21 16:27:37
