Stochastic Partial Differential Equations: An Introduction - 9783319223537

Stochastic Partial Differential Equations: An IntroductionAuthor(s): Wei Liu, Michael Rckner\nFormat: Paperback\nPublisher: Springer International Publishing AG, Switzerland\nImprint: Springer International Publishing AG\nISBN-13: 9783319223537, 978-3319223537\nSynopsis\nThis 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. \n\nWhilst 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 uniqu.