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1、LectureNotesinMathematics1905Editors:J.-M.Morel,CachanF.Takens,GroningenB.Teissier,ParisClaudiaPre´voˆt¢MichaelRo¨cknerAConciseCourseonStochasticPartialDifferentialEquationsABCAuthorsClaudiaPre´voˆtMichaelRo¨cknerFakulta¨tfu¨rMathematikFakulta¨tfu¨rMathema
2、tikUniversita¨tBielefeldUniversita¨tBielefeldUniversita¨tsstr.25Universita¨tsstr.2533615Bielefeld33615BielefeldGermanyGermanye-mail:cprevot@web.dee-mail:roeckner@math.uni-bielefeld.deDepartmentsofMathematicsandStatisticsPurdueUniversity150N.UniversitySt.We
3、stLafayette,IN47907-2067USAe-mail:roeckner@math.purdue.eduLibraryofCongressControlNumber:2007925694MathematicsSubjectClassification(2000):35-XX,60-XXISSNprintedition:0075-8434ISSNelectronicedition:1617-9692ISBN-103-540-70780-8SpringerBerlinHeidelbergNewYork
4、ISBN-13978-3-540-70780-6SpringerBerlinHeidelbergNewYorkDOI10.1007/978-3-540-70781-3Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,
5、broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpri
6、nger.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMediaspringer.com°cSpringer-VerlagBerlinHeidelberg2007Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,eve
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8、2159VA41/3100/SPi543210Contents1.Motivation,AimsandExamples12.StochasticIntegralinHilbertSpaces52.1.Infinite-dimensionalWienerprocesses..............52.2.MartingalesingeneralBanachspaces...............172.3.Th
