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Stochastische partielle Differentialgleichungen

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Springer Nature
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GTIN
9783662683484
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Product Description

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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