Stochastic Partial Differential Equations
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Covers material for about 40 hours of lectures for everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field Presents exercise material to fill potential exams and homework assignments, and gives hints that can lead to solutions. Provides all the necessary background from functional analysis and the theory of PDEs Gives all necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and even to formulate and prove a few new ones
Covers material for about 40 hours of lectures for everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field Presents exercise material to fill potential exams and homework assignments, and gives hints that can lead to solutions. Provides all the necessary background from functional analysis and the theory of PDEs Gives all necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and even to formulate and prove a few new ones
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| Book Format | Hardcover, Softcover |
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