{ "item_title" : "A Concise Course on Stochastic Partial Differential Equations", "item_author" : [" Claudia Prévôt", "Michael Röckner "], "item_description" : "These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the martingale measure approach, the mild solution approach and the variational approach. The purpose of these notes is to give a concise and as self-contained as possible an introduction to the variational approach. A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/3/54/070/780/3540707808_b.jpg", "price_data" : { "retail_price" : "44.99", "online_price" : "44.99", "our_price" : "44.99", "club_price" : "44.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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