A minicourse on stochastic partial differential equations:
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| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2009
|
| Series: | Lecture notes in mathematics
1962 |
| Subjects: | |
| Online Access: | Volltext Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | 1 Online-Ressource (XI, 216 S.) |
| ISBN: | 9783540859932 9783540859949 |
| DOI: | 10.1007/978-3-540-85994-9 |
Staff View
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| 245 | 1 | 0 | |a A minicourse on stochastic partial differential equations |c Robert Dalang ... Ed.: Davar Khoshnevisan ... |
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Record in the Search Index
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| adam_text | GESCANNT DURCH CONTENTS A PRIMER ON STOCHASTIC PARTIAL DIFFERENTIAL
EQUATIONS DAVAR KHOSHNEVISAN 1 1 WHAT IS AN SPDE? 1 2 GAUSSIAN RANDOM
VECTORS 2 3 GAUSSIAN PROCESSES 2 4 REGULARITY OF RANDOM PROCESSES 8 5
MARTINGATE MEASURES 24 6 A NONLINEAR HEAT EQUATION 23 7 FROM CHAOS TO
ORDER 32 REFERENCES 36 THE STOCHASTIC WAVE EQUATION ROBERT C. DALANG 39
1 INTRODUCTION 39 2 THE STOCHASTIC WAVE EQUATION 41 3 SPATIALLY
HOMOGENEOUS GAUSSIAN NOISE 47 4 THE WAVE EQUATION IN SPATIAL DIMENSION 2
49 5 A FUNCTION-VALUED STOCHASTIC INTEGRA] 56 6 THE WAVE EQUATION IN
SPATIAL DIMENSION D 1 58 7 SPATIAL REGULARITY OF THE STOCHASTIC
INTEGRAL (D = 3) 61 8 HOELDER-CONTINUITY IN THE 3-D WAVE EQUATION 70
REFERENCES 71 APPLICATION OF MALLIAVIN CALCULUS TO STOCHASTIC PARTIAL
DIFFERENTIAL EQUATIONS DAVID NUALART 73 1 INTRODUCTION 73 2 MALLIAVIN
CALCULUS 73 3 APPLICATION OF MALLIAVIN CALCULUS TO REGULARITY OF
PROBABILITY LAWS 83 4 STOCHASTIC HEAT EQUATION 92 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/990909158 DIGITALISIERT DURCH X CONTENTS
5 SPATIALLY HOMOGENEOUS SPDES 99 REFERENCES 108 SOME TOOLS AND RESULTS
FOR PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS CARL MUELLER 111
1 INTRODUCTION 111 2 BASIC FRAMEWORK 113 3 DUALITY 115 4 LARGE
DEVIATIONS FOR SPDES 125 5 A COMPARISON THEOREM 129 6 APPLICATIONS 131
REFERENCES 142 SAMPLE PATH PROPERTIES OF ANISOTROPIE GAUSSIAN RANDOM
FIELDS YIMIN XIAO 145 1 INTRODUCTION 145 2 EXAMPLES AND GENERAL
ASSUMPTIONS 148 3 PROPERTIES OF STRONG LOCAL NONDETERMINISM 160 4
MODULUS OF CONTINUITY 164 5 SMALL BALL PROBABILITIES 168 6 HAUSDORFF AND
PACKING DIMENSIONS OF THE RANGE AND GRAPH 170 7 HAUSDORFF DIMENSION OF
THE LEVEL SETS AND HITTING PROBABILITIES .. 183 8 LOCAL TIMES AND THEIR
JOINT CONTINUITY 194 REFERENCES 207 LIST OF PARTICIPANTS 213 INDEX 215
|
| adam_txt |
GESCANNT DURCH CONTENTS A PRIMER ON STOCHASTIC PARTIAL DIFFERENTIAL
EQUATIONS DAVAR KHOSHNEVISAN 1 1 WHAT IS AN SPDE? 1 2 GAUSSIAN RANDOM
VECTORS 2 3 GAUSSIAN PROCESSES 2 4 REGULARITY OF RANDOM PROCESSES 8 5
MARTINGATE MEASURES 24 6 A NONLINEAR HEAT EQUATION 23 7 FROM CHAOS TO
ORDER 32 REFERENCES 36 THE STOCHASTIC WAVE EQUATION ROBERT C. DALANG 39
1 INTRODUCTION 39 2 THE STOCHASTIC WAVE EQUATION 41 3 SPATIALLY
HOMOGENEOUS GAUSSIAN NOISE 47 4 THE WAVE EQUATION IN SPATIAL DIMENSION 2
49 5 A FUNCTION-VALUED STOCHASTIC INTEGRA] 56 6 THE WAVE EQUATION IN
SPATIAL DIMENSION D 1 58 7 SPATIAL REGULARITY OF THE STOCHASTIC
INTEGRAL (D = 3) 61 8 HOELDER-CONTINUITY IN THE 3-D WAVE EQUATION 70
REFERENCES 71 APPLICATION OF MALLIAVIN CALCULUS TO STOCHASTIC PARTIAL
DIFFERENTIAL EQUATIONS DAVID NUALART 73 1 INTRODUCTION 73 2 MALLIAVIN
CALCULUS 73 3 APPLICATION OF MALLIAVIN CALCULUS TO REGULARITY OF
PROBABILITY LAWS 83 4 STOCHASTIC HEAT EQUATION 92 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/990909158 DIGITALISIERT DURCH X CONTENTS
5 SPATIALLY HOMOGENEOUS SPDES 99 REFERENCES 108 SOME TOOLS AND RESULTS
FOR PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS CARL MUELLER 111
1 INTRODUCTION 111 2 BASIC FRAMEWORK 113 3 DUALITY 115 4 LARGE
DEVIATIONS FOR SPDES 125 5 A COMPARISON THEOREM 129 6 APPLICATIONS 131
REFERENCES 142 SAMPLE PATH PROPERTIES OF ANISOTROPIE GAUSSIAN RANDOM
FIELDS YIMIN XIAO 145 1 INTRODUCTION 145 2 EXAMPLES AND GENERAL
ASSUMPTIONS 148 3 PROPERTIES OF STRONG LOCAL NONDETERMINISM 160 4
MODULUS OF CONTINUITY 164 5 SMALL BALL PROBABILITIES 168 6 HAUSDORFF AND
PACKING DIMENSIONS OF THE RANGE AND GRAPH 170 7 HAUSDORFF DIMENSION OF
THE LEVEL SETS AND HITTING PROBABILITIES . 183 8 LOCAL TIMES AND THEIR
JOINT CONTINUITY 194 REFERENCES 207 LIST OF PARTICIPANTS 213 INDEX 215 |
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| dewey-full | 519.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.22 |
| dewey-search | 519.22 |
| dewey-sort | 3519.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| doi_str_mv | 10.1007/978-3-540-85994-9 |
| format | Electronic eBook |
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| id | DE-604.BV035174889 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:55:39Z |
| indexdate | 2024-07-09T21:26:42Z |
| institution | BVB |
| isbn | 9783540859932 9783540859949 |
| language | English |
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| physical | 1 Online-Ressource (XI, 216 S.) |
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| publishDate | 2009 |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | A minicourse on stochastic partial differential equations Robert Dalang ... Ed.: Davar Khoshnevisan ... Berlin [u.a.] Springer 2009 1 Online-Ressource (XI, 216 S.) txt rdacontent c rdamedia cr rdacarrier Lecture notes in mathematics 1962 Literaturangaben Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2006 Salt Lake City Utah gnd-content Stochastische partielle Differentialgleichung (DE-588)4135969-0 s DE-604 Dalang, Robert C. 1961- Sonstige (DE-588)120870878 oth Khoshnevisan, Davar 1964- Sonstige (DE-588)124139795 oth Lecture notes in mathematics 1962 (DE-604)BV014303148 1962 https://doi.org/10.1007/978-3-540-85994-9 Verlag Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016981757&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | A minicourse on stochastic partial differential equations Lecture notes in mathematics Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| subject_GND | (DE-588)4135969-0 (DE-588)1071861417 |
| title | A minicourse on stochastic partial differential equations |
| title_auth | A minicourse on stochastic partial differential equations |
| title_exact_search | A minicourse on stochastic partial differential equations |
| title_exact_search_txtP | A minicourse on stochastic partial differential equations |
| title_full | A minicourse on stochastic partial differential equations Robert Dalang ... Ed.: Davar Khoshnevisan ... |
| title_fullStr | A minicourse on stochastic partial differential equations Robert Dalang ... Ed.: Davar Khoshnevisan ... |
| title_full_unstemmed | A minicourse on stochastic partial differential equations Robert Dalang ... Ed.: Davar Khoshnevisan ... |
| title_short | A minicourse on stochastic partial differential equations |
| title_sort | a minicourse on stochastic partial differential equations |
| topic | Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| topic_facet | Stochastische partielle Differentialgleichung Konferenzschrift 2006 Salt Lake City Utah |
| url | https://doi.org/10.1007/978-3-540-85994-9 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016981757&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV014303148 |
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