Copied Stochastische partielle Differentialgleichungen
Stochastische partielle Differentialgleichungen
Dieses essential bietet eine prgnante und gute verstndliche Einfhrung in die Theorie der stochastischen partiellen Differentialgleichungen. Wir werden die dafr bentigten mathematischen Hilfsmittel wie das Bochner-Integral, das It-Integral und die It-Formel kennenlernen. Anschlieend werden wir die relevanten Lsungskonzepte besprechen, Existenz- und Eindeutigkeitsresultate prsentieren und diese anhand von Anwendungsbeispielen erlutern.
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