Stochastic partial differential equations are studied in this text, using the infinite dimensional stochastic analysis, the theory of evolution operators and rigged Hilbert spaces. The authors also consider existence and uniqueness theorems as well as the possibilities of the approximation.
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
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Gewicht
ISBN-13
978-3-05-501697-4 (9783055016974)
Schweitzer Klassifikation
Measurability and integrability in Hilbert spaces; stochatic integrals in Hilbert spaces; stochastic convolutions; solutions of stochastic evolution equations - semigroups and evolution operator case, equations in rigged Hilbert spaces; approximation of stochastic evolution equations; examples in physics.
