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"These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the \"martingale measure approach\", the \"mild solution approach\" and the \"variational approach\". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the \"variational approach\". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices." .
"978-3-540-70780-6" .
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_:N98f64b237d804150ad7df5c0726e344d "Springer Nature" .
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_:N189914a3c7b04532a58f46cab2ada14b "Springer Nature - SN SciGraph project" .
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"A Concise Course on Stochastic Partial Differential Equations" .
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"2007-01-01" .
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