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Stochastische Partielle Differentialgleichungen
Paperback
Series: Essentials
ISBN13: 9783662683484
Publisher: Springer Spektrum
Published: Dec 29 2023
Pages: 57
Weight: 0.20
Height: 0.14 Width: 5.83 Depth: 8.27
Language: German
Dieses essential 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.
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