Logo

An Introduction to Stochastic PDEs

Small book cover: An Introduction to Stochastic PDEs

An Introduction to Stochastic PDEs
by

Publisher: arXiv
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.

Home page url

Download or read it online for free here:
Download link
(590KB, PDF)

Similar books

Book cover: A Minimum of Stochastics for ScientistsA Minimum of Stochastics for Scientists
by - Caltech
The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.
(13007 views)
Book cover: Convergence of Stochastic ProcessesConvergence of Stochastic Processes
by - Springer
Selected parts of empirical process theory, with applications to mathematical statistics. The book describes the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.
(16859 views)
Book cover: Lectures on Noise Sensitivity and PercolationLectures on Noise Sensitivity and Percolation
by - arXiv
The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.
(12979 views)
Book cover: Theory of Probability: A Historical EssayTheory of Probability: A Historical Essay
by - arXiv.org
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.
(8706 views)