A concise course on stochastic partial differential equations
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Publication:2369708
DOI10.1007/978-3-540-70781-3zbMath1123.60001MaRDI QIDQ2369708
Michael Roeckner, Claudia Prévôt
Publication date: 19 June 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-70781-3
textbook; stochastic partial differential equations; invariant measure; Itô formula; variational solutions; weak monotonicity
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
35R60: PDEs with randomness, stochastic partial differential equations
60Hxx: Stochastic analysis
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