Stochastic Partial Differential Equations is popular PDF and ePub book, written by Étienne Pardoux in 2021-10-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Partial Differential Equations can be Read Online from any device for your convenience.
Stochastic Partial Differential Equations Book PDF Summary
This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical Itô formulation and the martingale problem approach due to Stroock and Varadhan. The final chapter considers the solution of a space-time white noise-driven SPDE as a real-valued function of time and (one-dimensional) space. The results of J. Walsh's St Flour notes on the existence, uniqueness and Hölder regularity of the solution are presented. In addition, conditions are given under which the solution remains nonnegative, and the Malliavin calculus is applied. Lastly, reflected SPDEs and their connection with super Brownian motion are considered. At a time when new sophisticated branches of the subject are being developed, this book will be a welcome reference on classical SPDEs for newcomers to the theory.
Detail Book of Stochastic Partial Differential Equations PDF
- Author : Étienne Pardoux
- Release : 25 October 2021
- Publisher : Springer Nature
- ISBN : 9783030890032
- Genre : Mathematics
- Total Page : 74 pages
- Language : English
- PDF File Size : 11,6 Mb
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