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: Stochastic Integration and Stochastic Differential EquationsStochastic Integration and Stochastic Differential Equations
by - University of Texas
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
(9296 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.
(7029 views)
Book cover: Probability and Statistics CookbookProbability and Statistics Cookbook
by
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.
(13264 views)
Book cover: Seeing Theory: A visual introduction to probability and statisticsSeeing Theory: A visual introduction to probability and statistics
by - Brown University
The intent of the website and these notes is to provide an intuitive supplement to an introductory level probability and statistics course. The level is also aimed at students who are returning to the subject and would like a concise refresher ...
(1132 views)