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Stochastic partial differential equations

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Stochastic Partial Differential Equations

Part of the book series: Probability and its Applications ((PA))

Abstract

In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our main motivation for setting up this machinery was to enable us to solve some of the basic SPDEs that appear frequently in applications.

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© 1996 Birkhäuser Boston

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Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (1996). Stochastic partial differential equations. In: Stochastic Partial Differential Equations. Probability and its Applications. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-9215-6_4

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  • DOI: https://doi.org/10.1007/978-1-4684-9215-6_4

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-9217-0

  • Online ISBN: 978-1-4684-9215-6

  • eBook Packages: Springer Book Archive

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