A Primer on Stochastic Partial Differential Equations

被引：0

作者：

Khoshnevisan, Davar ^{[1
]}

机构：

[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA

来源：

MINICOURSE ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 2009年 / 1962卷

关键词：

GAUSSIAN-PROCESSES; MOTION;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

These notes form a brief introductory tutorial to elements of Gaussian noise analysis and basic stochastic partial differential equations (SPDEs) in general, and the stochastic heat equation, in particular. The chief aim here is to get to the heart of the matter quickly. We achieve this by studying a few concrete equations only. This chapter provides sufficient, preparation for learning more advanced theory front the remainder of this volume.

引用

页码：1 / 38

页数：38

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