24小时热门版块排行榜    

Znn3bq.jpeg
北京石油化工学院2026年研究生招生接收调剂公告
查看: 790  |  回复: 11
【奖励】 本帖被评价10次,作者sciencejoy增加金币 8

sciencejoy

新虫 (著名写手)


[资源] A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations
随机偏微分方程简明教程

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.
回复此楼

» 本帖附件资源列表

  • 欢迎监督和反馈:小木虫仅提供交流平台,不对该内容负责。
    本内容由用户自主发布,如果其内容涉及到知识产权问题,其责任在于用户本人,如对版权有异议,请联系邮箱:xiaomuchong@tal.com
  • 附件 1 : A_Concise_Course_on_Stochastic_Partial_Differential_Equations_2007.pdf
  • 2014-12-23 18:17:46, 1.36 M

» 收录本帖的淘帖专辑推荐

计算数学与经济统计 资源 淘贴

» 猜你喜欢

已阅   回复此楼   关注TA 给TA发消息 送TA红花 TA的回帖
简单回复
2014-12-23 19:39   回复  
五星好评  顶一下,感谢分享!
anzaigtt3楼
2014-12-24 08:28   回复  
五星好评  顶一下,感谢分享!
2014-12-24 16:24   回复  
五星好评  顶一下,感谢分享!
jabile5楼
2014-12-24 20:38   回复  
五星好评  顶一下,感谢分享!
2014-12-25 07:11   回复  
五星好评  顶一下,感谢分享!
2014-12-25 07:12   回复  
感谢分享
supervb8楼
2014-12-25 07:40   回复  
五星好评  顶一下,感谢分享!
jml5069楼
2014-12-26 13:33   回复  
五星好评  顶一下,感谢分享!
efoxxx10楼
2014-12-26 14:23   回复  
五星好评  顶一下,感谢分享!
wzm225611楼
2015-03-10 16:53   回复  
五星好评  顶一下,感谢分享!
咸花生12楼
2020-09-14 08:30   回复  
五星好评  顶一下,感谢分享!
相关版块跳转 我要订阅楼主 sciencejoy 的主题更新
☆ 无星级 ★ 一星级 ★★★ 三星级 ★★★★★ 五星级
普通表情 高级回复 (可上传附件)
最具人气热帖推荐 [查看全部] 作者 回/看 最后发表
[考研] 275 求调剂 +5 Lei812514 2026-04-07 5/250 2026-04-08 10:20 by xingguangj
[考研] 一志愿211,化学学硕,310分,本科重点双非,求调剂 +12 努力奋斗112 2026-04-06 13/650 2026-04-07 23:49 by JourneyLucky
[考研] 081700化学工程与技术 一志愿中海洋 323 求调剂学校 +19 披星河 2026-04-03 19/950 2026-04-07 15:14 by 尽舜尧1
[考研] 22408 318分求调剂 +4 勤奋的小笼包 2026-04-06 6/300 2026-04-07 15:05 by 纸鹤555
[考研] 调剂 +4 mcbbc 2026-04-06 5/250 2026-04-07 12:33 by upczlm1989
[考研] 考研调剂 +3 Wwwwwww哇 2026-04-06 3/150 2026-04-06 20:55 by lbsjt
[考研] 求调剂 +4 wos666 2026-04-03 5/250 2026-04-06 15:22 by wos666
[考研] 一志愿211生物学280分 求调剂 +5 李rien 2026-04-05 5/250 2026-04-06 10:30 by zhyzzh
[考研] 求调剂 +5 wos666 2026-04-03 5/250 2026-04-06 10:13 by 蓝云思雨
[考研] 301求调剂 +6 细胞相关蛋白 2026-04-02 10/500 2026-04-06 08:34 by jp9609
[考研] 294求调剂 +4 Grey_Ey 2026-04-01 5/250 2026-04-05 23:05 by Grey_Ey
[考研] 本科211,293分请求调剂 +8 莲菜就是藕吧 2026-04-03 9/450 2026-04-05 19:12 by 蓝云思雨
[考研] 301求调剂 +3 XYPLR 2026-04-05 4/200 2026-04-05 19:07 by XYPLR
[考研] 288求调剂 一志愿哈工大 材料与化工 +13 洛神哥哥 2026-04-03 13/650 2026-04-05 17:27 by zzx2138
[考研] 一志愿西北农林畜牧专硕336分求调剂 +3 5ourr 2026-04-03 3/150 2026-04-05 10:40 by JOKER0401
[考研] 341求调剂 +3 洛多罗 2026-04-02 4/200 2026-04-04 21:36 by 智能智慧
[考研] 求生物学调剂 +14 15172915737 2026-04-01 14/700 2026-04-04 20:13 by babysonlkd
[考研] 348分环境工程·调剂 +10 吴彦祖24k 2026-04-03 11/550 2026-04-04 14:19 by 无际的草原
[考研] 一志愿中国石油大学化学工程323分求调剂 +4 化工专硕323分 2026-04-03 6/300 2026-04-03 22:12 by dongzh2009
[考研] 材料调剂 +12 一样YWY 2026-04-01 12/600 2026-04-02 09:15 by olim
信息提示
请填处理意见