Approximation and regularity of stochastic PDEs:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Aachen
Shaker
2011
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| Schriftenreihe: | Berichte aus der Mathematik
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | 140 S. graph. Darst. |
| ISBN: | 9783844001723 |
Internformat
MARC
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| 245 | 1 | 0 | |a Approximation and regularity of stochastic PDEs |c Felix Lindner |
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| 502 | |a Zugl.: Dresden, Techn. Univ., Diss., 2011 | ||
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Datensatz im Suchindex
| _version_ | 1804148708272504833 |
|---|---|
| adam_text | IMAGE 1
CONTENTS
INTRODUCTION AND OVERVIEW 2
INDEX OF NOTATION 6
1 FOUNDATIONS 8
1.1 FUNCTION SPACES 8
1.2 RANDOM VARIABLES AND STOCHASTIC PROCESSES IN HUBERT SPACES 14
1.3 STOCHASTIC INTEGRATION IN HILBERT SPACES 23
1.4 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 29
2 WEAK ORDER FOR THE DISCRETIZATION OF THE STOCHASTIC HEAT EQUATION
DRIVEN BY IMPULSIVE NOISE 32
2.1 INTRODUCTION 32
2.2 IMPULSIVE CYLINDRICAL PROCESS 35
2.3 NOTATION, ASSUMPTIONS AND PRELIMINARY RESULTS 40
2.4 APPROXIMATION SCHEME 42
2.5 ERROR EXPANSION 4G
2.6 WEAK ORDER OF CONVERGENCE 54
2.7 AN EXTENSION OF T HE RESULTS GL
3 SPATIAL BESOV REGULARITY FOR LINEAR SPDES ON LIPSCHITZ DOMAINS 66 3.1
INTRODUCTION 66
3.2 CHARACTERIZATION OF BESOV SPACES VIA WAVELETS 72
3.3 SPDES ON LIPSCHITZ DOMAINS AND WEIGHTED SOBOLEV SPACES 74
3.4 BESOV REGULARITY FOR SPDES 79
3.5 CONVERGENCE OF THE STOCHASTIC INTEGRALS 91
4 SPATIAL SOBOLEV REGULARITY FOR THE STOCHASTIC HEAT EQUATION ON
POLYGONAL DO- MAINS 94
4.1 INTRODUCTION 94
4.2 STATEMENT OF THE MAIN RESULT 97
4.3 DETERMINISTIC ELLIPTIC CASE 102
4.4 AUXILIARY RESULTS CONCERNING THE LAPLACE TRANSFORM 105
4.5 PROOF OF THE MAIN RESULT 109
BIBLIOGRAPHY 135
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1013845226
DIGITALISIERT DURCH
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| institution | BVB |
| isbn | 9783844001723 |
| language | English |
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| publishDate | 2011 |
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| spelling | Lindner, Felix 1981- Verfasser (DE-588)1015213472 aut Approximation and regularity of stochastic PDEs Felix Lindner Aachen Shaker 2011 140 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Mathematik Zugl.: Dresden, Techn. Univ., Diss., 2011 Approximation (DE-588)4002498-2 gnd rswk-swf Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd rswk-swf Regularität (DE-588)4049074-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische partielle Differentialgleichung (DE-588)4135969-0 s Approximation (DE-588)4002498-2 s Regularität (DE-588)4049074-9 s DE-604 DE-601 pdf/application http://www.gbv.de/dms/tib-ub-hannover/665287941.pdf Inhaltsverzeichnis DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024646747&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lindner, Felix 1981- Approximation and regularity of stochastic PDEs Approximation (DE-588)4002498-2 gnd Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd Regularität (DE-588)4049074-9 gnd |
| subject_GND | (DE-588)4002498-2 (DE-588)4135969-0 (DE-588)4049074-9 (DE-588)4113937-9 |
| title | Approximation and regularity of stochastic PDEs |
| title_auth | Approximation and regularity of stochastic PDEs |
| title_exact_search | Approximation and regularity of stochastic PDEs |
| title_full | Approximation and regularity of stochastic PDEs Felix Lindner |
| title_fullStr | Approximation and regularity of stochastic PDEs Felix Lindner |
| title_full_unstemmed | Approximation and regularity of stochastic PDEs Felix Lindner |
| title_short | Approximation and regularity of stochastic PDEs |
| title_sort | approximation and regularity of stochastic pdes |
| topic | Approximation (DE-588)4002498-2 gnd Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd Regularität (DE-588)4049074-9 gnd |
| topic_facet | Approximation Stochastische partielle Differentialgleichung Regularität Hochschulschrift |
| url | http://www.gbv.de/dms/tib-ub-hannover/665287941.pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024646747&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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