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Motivation, Aims and Examples

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1905)

These lectures will concentrate on (nonlinear) stochastic partial differential equations (SPDEs) of evolutionary type. All kinds of dynamics with stochastic infuence in nature or man-made complex systems can be modelled by such equations. As we shall see from the examples, at the end of this section the state spaces of their solutions are necessarily infinite dimensional such as spaces of (generalized) functions. In these notes the state spaces, denoted by E, will be mostly separable Hilbert spaces, sometimes separable Banach spaces.

Keywords

  • Evolutionary Type
  • Noise Term
  • Separable Hilbert Space
  • Separable Banach Space
  • Martingale Measure

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© 2007 Springer-Verlag Berlin Heidelberg

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(2007). Motivation, Aims and Examples. In: A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics, vol 1905. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70781-3_1

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