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Sergey V. Lototsky Boris L. Rozovsky 

Stochastic Partial Differential Equations

Universitext

Universitext Series editors Sheldon Axler San Francisco State University Carles Casacuberta Universitat de Barcelona Angus MacIntyre Queen Mary, University of London Kenneth Ribet University of California, Berkeley Claude Sabbah École polytechnique, CNRS, Université Paris-Saclay, Palaiseau Endre Süli University of Oxford Wojbor A. Woyczy´nski Case Western Reserve University

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Sergey V. Lototsky • Boris L. Rozovsky

Stochastic Partial Differential Equations

Boris L. Rozovsky Division of Applied Mathematics Brown University Providence Rhode Island, USA

Sergey V. Lototsky Department of Mathematics University of Southern California Los Angeles California, USA

ISSN 0172-5939 Universitext ISBN 978-3-319-58645-8 DOI 10.1007/978-3-319-58647-2

ISSN 2191-6675 (electronic) ISBN 978-3-319-58647-2 (eBook)

Library of Congress Control Number: 2017942781 Mathematics Subject Classification (2010): 60H15, 35R60 © Springer International Publishing AG 2017 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. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered compa