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SPDEs as Infinite-Dimensional SDEs

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Stochastic Partial Differential Equations

Part of the book series: SpringerBriefs in Mathematics ((BRIEFSMATH))

Abstract

The aim of this chapter is to describe by now classical results concerning mostly linear and semilinear SPDEs, considered as SDEs in a Hilbert or Banach space. We start with a short introduction to the Itô calculus in Hilbert space.

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  1. Institut de Mathématiques de Marseille, Aix-Marseille Université, Marseille, France

    Étienne Pardoux

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  1. Étienne Pardoux
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Correspondence to Étienne Pardoux .

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Pardoux, É. (2021). SPDEs as Infinite-Dimensional SDEs. In: Stochastic Partial Differential Equations. SpringerBriefs in Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-030-89003-2_2

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