Stochastische Partielle Differentialgleichungen (English, Stefan Tappe)
by Stefan Tappe
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Book Details
Publisher
Springer Spektrum
Language
English
ISBN-13
9783662683484
ISBN-10
3662683482
Author
Stefan Tappe
About the Book
Dieses e ssential bietet eine prägnante und gute verständliche Einführung in die Theorie der stochastischen partiellen Differentialgleichungen. Wir werden die dafür benötigten mathematischen Hilfsmittel wie das Bochner-Integral, das Itô-Integral und die Itô-Formel kennenlernen. Anschlie end werden wir die relevanten Lösungskonzepte besprechen, Existenz- und Eindeutigkeitsresultate präsentieren und diese anhand von Anwendungsbeispielen erläutern.
ISBN: 9783662683484
ISBN-13: 9783662683484
ISBN-10: 3662683482
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Product ID: isbn-9783662683484
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