Stochastic Partial Differential Equations: An Introduction
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics
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Wei Liu Michael Röckner
Stochastic Partial Differential Equations: An Introduction
Universitext
Universitext Series Editors Sheldon Axler San Francisco State University Vincenzo Capasso ADAMSS (Interdisciplinary Centre for Adv) Carles Casacuberta Universitat de Barcelona Angus MacIntyre Queen Mary University of London Kenneth Ribet University of California, Berkeley Claude Sabbah CNRS, Ecole polytechnique Centre de mathématiques Endre Süli University of Oxford Wojbor A. Woyczynski Case Western Reserve University, Cleveland, OH
Universitext is a series of textbooks that presents material from a wide variety of mathematical disciplines at master’s level and beyond. The books, often well class-tested by their author, may have an informal, personal even experimental approach to their subject matter. Some of the most successful and established books in the series have evolved through several editions, always following the evolution of teaching curricula, to very polished texts. Thus as research topics trickle down into graduate-level teaching, first textbooks written for new, cutting-edge courses may make their way into Universitext.
More information about this series at http://www.springer.com/series/223
Wei Liu • Michael RRockner
Stochastic Partial Differential Equations: An Introduction
123
Wei Liu School of Mathematics and Statistics Jiangsu Normal University Xuzhou, China
ISSN 0172-5939 Universitext ISBN 978-3-319-22353-7 DOI 10.1007/978-3-319-22354-4
Michael RRockner Faculty of Mathematics Bielefeld University Bielefeld, Germany
ISSN 2191-6675
(electronic)
ISBN 978-3-319-22354-4
(eBook)
Library of Congress Control Number: 2015953013 Mathematics Subject Classification (2010): 60-XX, 60H15, 60H10, 60H05, 60J60, 60J25, 35-XX, 35K58, 35K59, 35Q35, 34-XX, 34F05, 34G20, 47-XX, 47J35 Springer Cham Heidelberg New York Dordrecht London © Springer International Publishing Switzerland 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper S
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