A concise course on stochastic partial differential equations:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2007
|
| Schriftenreihe: | Lecture notes in mathematics
1905 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677741&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | VI, 144 S. |
| ISBN: | 9783540707806 3540707808 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV022470229 | ||
| 003 | DE-604 | ||
| 005 | 20170531 | ||
| 007 | t| | ||
| 008 | 070619s2007 gw |||| 00||| eng d | ||
| 015 | |a 07,N07,1077 |2 dnb | ||
| 016 | 7 | |a 982647263 |2 DE-101 | |
| 020 | |a 9783540707806 |c Pb. : ca. EUR 32.05 (freier Pr.), ca. sfr 54.50 (freier Pr.) |9 978-3-540-70780-6 | ||
| 020 | |a 3540707808 |c Pb. : ca. EUR 32.05 (freier Pr.), ca. sfr 54.50 (freier Pr.) |9 3-540-70780-8 | ||
| 024 | 3 | |a 9783540707806 | |
| 028 | 5 | 2 | |a 11982159 |
| 035 | |a (OCoLC)255755631 | ||
| 035 | |a (DE-599)BVBBV022470229 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-384 |a DE-91G |a DE-824 |a DE-83 |a DE-739 |a DE-11 |a DE-355 |a DE-188 |a DE-29T |a DE-19 | ||
| 050 | 0 | |a QA274.23 | |
| 082 | 0 | |a 519.22 |2 22/ger | |
| 084 | |a SI 850 |0 (DE-625)143199: |2 rvk | ||
| 084 | |a SK 540 |0 (DE-625)143245: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a MAT 605f |2 stub | ||
| 084 | |a 35R60 |2 msc | ||
| 084 | |a 60H15 |2 msc | ||
| 084 | |a 17,1 |2 ssgn | ||
| 084 | |a 510 |2 sdnb | ||
| 100 | 1 | |a Prévôt, Claudia |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A concise course on stochastic partial differential equations |c Claudia Prévôt ; Michael Röckner |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2007 | |
| 300 | |a VI, 144 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v 1905 | |
| 650 | 4 | |a Stochastische partielle Differentialgleichung | |
| 650 | 4 | |a Stochastic differential equations | |
| 650 | 0 | 7 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Röckner, Michael |d 1956- |e Verfasser |0 (DE-588)121250199 |4 aut | |
| 830 | 0 | |a Lecture notes in mathematics |v 1905 |w (DE-604)BV000676446 |9 1905 | |
| 856 | 4 | 2 | |m Digitalisierung UB Passau |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677741&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-015677741 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 001z 2001 B 999-1905 |
|---|---|
| DE-BY-TUM_katkey | 1598102 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040010256632 |
| _version_ | 1821933564116074496 |
| adam_text | Contents
1. Motivation,
Aims and Examples
1
2.
Stochastic Integral in Hubert Spaces
5
2.1.
Infinite-dimensional Wiener processes
.............. 5
2.2.
Martingales in general Banach spaces
............... 17
2.3.
The definition of the stochastic integral
............. 21
2.3.1.
Scheme of the construction of the stochastic integral
. . 22
2.3.2.
The construction of the stochastic integral
in detail
........................... 22
2.4.
Properties of the stochastic integral
................ 35
2.5.
The stochastic integral for cylindrical Wiener processes
.... 39
2.5.1.
Cylindrical Wiener processes
............... 39
2.5.2.
The definition of the stochastic integral
......... 41
3.
Stochastic Differential Equations in Finite Dimensions
43
3.1.
Main result and a localization lemma
............... 43
3.2.
Proof of existence and uniqueness
................. 49
4.
A Class of Stochastic Differential Equations
55
4.1.
Gelfand triples, conditions on the coefficients and examples
. . 55
4.2.
The main result and an
Ito
formula
................ 73
4.3.
Markov property and invariant measures
............. 91
A. The Bochner Integral
105
A.I. Definition of the Bochner integral
.................105
A.
2.
Properties of the Bochner integral
................107
B. Nuclear and
Hilbert-Schmidt
Operators
109
C.
Pseudo
Inverse of Linear Operators
115
D. Some Tools from Real Martingale Theory
119
E. Weak and Strong Solutions: Yamada-Watanabe Theorem
121
E.I. The main result
...........................121
F. Strong, Mild and Weak Solutions
133
VI
Contents
Bibliography iO
Index 140
Symbols 143
|
| any_adam_object | 1 |
| author | Prévôt, Claudia Röckner, Michael 1956- |
| author_GND | (DE-588)121250199 |
| author_facet | Prévôt, Claudia Röckner, Michael 1956- |
| author_role | aut aut |
| author_sort | Prévôt, Claudia |
| author_variant | c p cp m r mr |
| building | Verbundindex |
| bvnumber | BV022470229 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.23 |
| callnumber-search | QA274.23 |
| callnumber-sort | QA 3274.23 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SI 850 SK 540 SK 820 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)255755631 (DE-599)BVBBV022470229 |
| dewey-full | 519.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.22 |
| dewey-search | 519.22 |
| dewey-sort | 3519.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02239nam a2200553 cb4500</leader><controlfield tag="001">BV022470229</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20170531 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">070619s2007 gw |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">07,N07,1077</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">982647263</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783540707806</subfield><subfield code="c">Pb. : ca. EUR 32.05 (freier Pr.), ca. sfr 54.50 (freier Pr.)</subfield><subfield code="9">978-3-540-70780-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540707808</subfield><subfield code="c">Pb. : ca. EUR 32.05 (freier Pr.), ca. sfr 54.50 (freier Pr.)</subfield><subfield code="9">3-540-70780-8</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783540707806</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">11982159</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)255755631</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022470229</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA274.23</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.22</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 850</subfield><subfield code="0">(DE-625)143199:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 540</subfield><subfield code="0">(DE-625)143245:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 605f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">35R60</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60H15</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">17,1</subfield><subfield code="2">ssgn</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Prévôt, Claudia</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A concise course on stochastic partial differential equations</subfield><subfield code="c">Claudia Prévôt ; Michael Röckner</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VI, 144 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">1905</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastische partielle Differentialgleichung</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic differential equations</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4135969-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4135969-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Röckner, Michael</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121250199</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">1905</subfield><subfield code="w">(DE-604)BV000676446</subfield><subfield code="9">1905</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677741&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015677741</subfield></datafield></record></collection> |
| id | DE-604.BV022470229 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T12:56:06Z |
| institution | BVB |
| isbn | 9783540707806 3540707808 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015677741 |
| oclc_num | 255755631 |
| open_access_boolean | |
| owner | DE-384 DE-91G DE-BY-TUM DE-824 DE-83 DE-739 DE-11 DE-355 DE-BY-UBR DE-188 DE-29T DE-19 DE-BY-UBM |
| owner_facet | DE-384 DE-91G DE-BY-TUM DE-824 DE-83 DE-739 DE-11 DE-355 DE-BY-UBR DE-188 DE-29T DE-19 DE-BY-UBM |
| physical | VI, 144 S. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spellingShingle | Prévôt, Claudia Röckner, Michael 1956- A concise course on stochastic partial differential equations Lecture notes in mathematics Stochastische partielle Differentialgleichung Stochastic differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| subject_GND | (DE-588)4135969-0 |
| title | A concise course on stochastic partial differential equations |
| title_auth | A concise course on stochastic partial differential equations |
| title_exact_search | A concise course on stochastic partial differential equations |
| title_full | A concise course on stochastic partial differential equations Claudia Prévôt ; Michael Röckner |
| title_fullStr | A concise course on stochastic partial differential equations Claudia Prévôt ; Michael Röckner |
| title_full_unstemmed | A concise course on stochastic partial differential equations Claudia Prévôt ; Michael Röckner |
| title_short | A concise course on stochastic partial differential equations |
| title_sort | a concise course on stochastic partial differential equations |
| topic | Stochastische partielle Differentialgleichung Stochastic differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| topic_facet | Stochastische partielle Differentialgleichung Stochastic differential equations |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015677741&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT prevotclaudia aconcisecourseonstochasticpartialdifferentialequations AT rocknermichael aconcisecourseonstochasticpartialdifferentialequations |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 001z 2001 B 999-1905 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |