A Minicourse on Stochastic Partial Differential Equations

A Minicourse on Stochastic Partial Differential Equations

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大小:2.13 MB

页数:230页

时间:2019-07-18

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1、LectureNotesinMathematics1962Editors:J.-M.Morel,CachanF.Takens,GroningenB.Teissier,ParisRobertDalang·DavarKhoshnevisan·CarlMuellerDavidNualart·YiminXiaoAMinicourseonStochasticPartialDifferentialEquationsEditors:DavarKhoshnevisanFirasRassoul-Agha123AuthorsandEditorsRobertC.DalangDav

2、arKhoshnevisanInstitutdeMathématiquesDepartmentofMathematicsEcolePolytechniqueFédéraledeLausanneUniversityofUtahStation8SaltLakeCity,UT84112-00901015LausanneUSASwitzerlanddavar@math.utah.edurobert.dalang@epfl.chDavidNualartCarlMuellerDepartmentofMathematicsDepartmentofMathematicsUni

3、versityofKansasUniversityofRochesterLawrence,KS66045Rochester,NY14627USAUSAnualart@math.ku.educmlr@math.rochester.eduYiminXiaoFirasRassoul-AghaDepartmentofStatisticsandProbabilityDepartmentofMathematicsMichiganStateUniversityUniversityofUtahA-413WellsHallSaltLakeCity,UT84112-0090Ea

4、stLansing,MI48824USAUSAfiras@math.utah.eduxiao@stt.msu.eduISBN978-3-540-85993-2e-ISBN978-3-540-85994-9DOI:10.1007/978-3-540-85994-9LectureNotesinMathematicsISSNprintedition:0075-8434ISSNelectronicedition:1617-9692LibraryofCongressControlNumber:2008934459MathematicsSubjectClassificati

5、on(2000):60H15,60H20,60H25c2009Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyothe

6、rway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.Theuseof

7、generaldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Coverdesign:SPiPublishingServicesPrintedonacid-freepaper987654321s

8、pringer.comPrefaceFromMay8

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