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.
(14669 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.
(19951 views)
Book cover: Applied Nonparametric RegressionApplied Nonparametric Regression
by - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(27086 views)
Book cover: Introduction to Probability Theory and Statistics for LinguisticsIntroduction to Probability Theory and Statistics for Linguistics
by - UCLA
Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.
(13615 views)