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A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

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This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
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Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

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This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
Stochastic Partial Differential Equations
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Pages: 74
Authors: Étienne Pardoux
Categories: Mathematics
Type: BOOK - Published: 2021-10-25 - Publisher: Springer Nature

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This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equa
Stochastic Partial Differential Equations and Related Fields
Language: en
Pages: 565
Authors: Andreas Eberle
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Type: BOOK - Published: 2018-07-03 - Publisher: Springer

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This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equati
A Concise Course on Stochastic Partial Differential Equations
Language: en
Pages: 149
Authors: Claudia Prévôt
Categories: Mathematics
Type: BOOK - Published: 2007-05-26 - Publisher: Springer

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the