A Concise Course on Stochastic Partial Differential by Claudia Prévôt,Michael Röckner

By Claudia Prévôt,Michael Röckner

These lectures pay attention to (nonlinear) stochastic partial differential equations (SPDE) of evolutionary style. There are 3 ways to investigate SPDE: the "martingale degree approach", the "mild answer technique" and the "variational approach". the aim of those notes is to offer a concise and as self-contained as attainable an creation to the "variational approach". a wide a part of useful history fabric is incorporated in appendices.

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