An Introduction to Stochastic PDEs
by Martin Hairer
Publisher: arXiv 2023
Number of pages: 92
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
(900KB, PDF)
Similar books
Random Matrix Models and Their Applicationsby Pavel Bleher, Alexander Its - 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.
(19568 views)
Introduction Probaility and Statisticsby Muhammad El-Taha - University of Southern Maine
Topics: Data Analysis; Probability; Random Variables and Discrete Distributions; Continuous Probability Distributions; Sampling Distributions; Point and Interval Estimation; Large Sample Estimation; Large-Sample Tests of Hypothesis; etc.
(30287 views)
Introduction to Probability and Statistics Using Rby G. Jay Kerns
A textbook for an undergraduate course in probability and statistics. The prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.
(13172 views)
Lectures on Probability, Statistics and Econometricsby Marco Taboga - statlect.com
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.
(17582 views)