9783319223537

Stochastic Partial Differential Equations - An Introduction

Format: Paperback

ISBN13: 9783319223537

Paperback|9783319223537


Overview

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 case of globally monotone coefficients, substantially widens the applicability of the results. 


ISBN-13

9783319223537

ISBN-10

3319223534

Weight

0.47 Pounds

Dimensions

6.10 x 0.62 x 9.25 In

List Price

$64.99

Edition

1st Edition

Format

Paperback

Language

English

Pages

266 pages

Publisher

Springer

Published On

2015-10-23



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