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: Advanced Data Analysis from an Elementary Point of ViewAdvanced Data Analysis from an Elementary Point of View
by - Cambridge University Press
This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.
(8674 views)
Book cover: Inverse Problem Theory and Methods for Model Parameter EstimationInverse Problem Theory and Methods for Model Parameter Estimation
by - 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.
(15027 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.
(5873 views)
Book cover: Principles of Data AnalysisPrinciples of Data Analysis
by - Prasenjit Saha
This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.
(12842 views)