An Introduction to Stochastic PDEs
by Martin Hairer
Publisher: arXiv 2009
Number of pages: 78
Description:
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
Download or read it online for free here:
Download link
(590KB, PDF)
Similar books
Probability and Statistics Cookbookby Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(18866 views)
Inverse Problem Theory and Methods for Model Parameter Estimationby Albert Tarantola - SIAM
The first part deals with discrete inverse problems with a finite number of parameters, while the second part deals with general inverse problems. The book for scientists and applied mathematicians facing the interpretation of experimental data.
(16287 views)
Applied Nonparametric Regressionby Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(25711 views)
Non-Uniform Random Variate Generationby Luc Devroye - Springer
The book on small field on the crossroads of statistics, operations research and computer science. The applications of random number generators are wide and varied. The study of non-uniform random variates is precisely the subject area of the book.
(14352 views)