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: Markov Chains and Mixing TimesMarkov Chains and Mixing Times
by - American Mathematical Society
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
(14659 views)
Book cover: Random Matrix Models and Their ApplicationsRandom Matrix Models and Their Applications
by - Cambridge University Press
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems.
(16942 views)
Book cover: Probability and StatisticsProbability and Statistics
- UCLA
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
(18425 views)
Book cover: Probability and Statistics: A Course for Physicists and EngineersProbability and Statistics: A Course for Physicists and Engineers
by - De Gruyter Open
This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.
(8752 views)