Buch, Englisch, 266 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 4656 g
Reihe: Universitext
Buch, Englisch, 266 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 4656 g
Reihe: Universitext
ISBN: 978-3-319-22353-7
Verlag: Springer International Publishing
Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results.
Zielgruppe
Graduate
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Motivation, Aims and Examples.- Stochastic Integral in Hilbert Spaces.- SDEs in Finite Dimensions.- SDEs in Infinite Dimensions and Applications to SPDEs.- SPDEs with Locally Monotone Coefficients.- Mild Solutions.