BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics) Paperback - 2007 - 2007th Edition

by Claudia Prévôt; Michael Röckner

Add to wish list

Reader reviews for A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)

From the publisher

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.

From the rear cover

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

  • Title A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)
  • Author Claudia Prévôt; Michael Röckner
  • Binding Paperback
  • Edition number 2007th
  • Edition 2007
  • Pages 144
  • Language ENG
  • Publisher Springer
  • Publication date July 20, 2007
  • Features Bibliography, Table of Contents
  • ISBN 9783540707806

More Copies for Sale

A Concise Course on Stochastic Partial Differential Equations: 1905 (Lecture Notes in...
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations: 1905 (Lecture Notes in Mathematics, 1905)

by Claudia Prévôt

  • Used
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$31.76
A$144.38 Delivery to USA

Show details

Description:
Paperback. Like New/Like New.
Add to wish list
Item price
A$31.76
A$144.38 Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

by Prévôt, Claudia

  • Used
  • Very good
Condition
Very good
Edition
2007
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$38.55
Free Delivery to USA

Show details

Description:
Springer. 2007. Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Add to wish list
Item price
A$38.55
Free Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

by Pr

  • Used
  • Paperback
Condition
Used
Edition
2007
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$55.51
Free Delivery to USA

Show details

Description:
Springer, 2007-06-08. 2007. paperback. Used: Good. 6.10x0.35x9.25. Buy with confidence. Excellent Customer Service & Return policy.
Add to wish list
Item price
A$55.51
Free Delivery to USA
A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations

by Claudia Prévôt

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
861
Seller
Item price
A$75.20
A$15.26 Delivery to USA

Show details

Description:
Paperback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variat
Add to wish list
Item price
A$75.20
A$15.26 Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

by Prévôt, Claudia

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$64.13
A$8.59 Delivery to USA

Show details

Description:
Springer, 2007-06-08. paperback. New. In shrink wrap. Looks like an interesting title!
Add to wish list
Item price
A$64.13
A$8.59 Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)

by Claudia Prévôt; Michael Röckner

  • New
Condition
New
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
5
Seller
Item price
A$66.95
A$5.76 Delivery to USA

Show details

Description:
new.
Add to wish list
Item price
A$66.95
A$5.76 Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

by Pr

  • New
  • Paperback
Condition
New
Edition
2007
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$76.52
Free Delivery to USA

Show details

Description:
Springer, 2007-06-08. 2007. paperback. New. 6.10x0.35x9.25. Buy with confidence. Excellent Customer Service & Return policy.
Add to wish list
Item price
A$76.52
Free Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1905)

by Prévôt, Claudia

  • Used
  • Good
  • Paperback
Condition
Good
Binding
Paperback
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
1
Seller
Item price
A$90.43
Free Delivery to USA

Show details

Description:
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Add to wish list
Item price
A$90.43
Free Delivery to USA
A Concise Course on Stochastic Partial Differential Equations
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations

by Claudia Prévôt Michael Röckner

  • New
Condition
New
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
4
Seller
Item price
A$110.83
A$5.76 Delivery to USA

Show details

Description:
Springer , pp. 156 . Papeback. New.
Add to wish list
Item price
A$110.83
A$5.76 Delivery to USA
A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)
Stock photo: cover may vary

A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)

by Claudia Prévôt; Michael Röckner

  • Used
Condition
New
ISBN 10 / ISBN 13
9783540707806 / 3540707808
Quantity available
5
Seller
Item price
A$170.37
A$5.76 Delivery to USA

Show details

Description:
like new.
Add to wish list
Item price
A$170.37
A$5.76 Delivery to USA