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Probabilités. --- Probabilities --- Équations aux dérivées partielles stochastiques. --- Stochastic partial differential equations.

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Stochastic processes --- Processus stochastiques. --- Malliavin calculus --- Malliavin, Calcul de. --- Stochastic partial differential equations --- Équations aux dérivées partielles stochastiques. --- Processus stochastiques --- Malliavin, Calcul de

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Stochastic processes --- Stochastic partial differential equations. --- Wave equation. --- Random fields. --- Équations aux dérivées partielles stochastiques --- Equation d'onde --- Champs aléatoires --- 51 <082.1> --- Mathematics--Series --- Équations aux dérivées partielles stochastiques. --- Équations d'onde. --- Champs aléatoires. --- Équations aux dérivées partielles stochastiques --- Champs aléatoires --- Random fields --- Stochastic partial differential equations --- Wave equation --- Differential equations, Partial --- Wave-motion, Theory of --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Fields, Random

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Filling the void of an introductory text in the field, this book highlights several computational and analytical techniques involved in stochastic PDEs. It includes many challenging problems in stochastic analysis and treats stochastic PDEs in a practical way. The author first brings the subject back to its root in classical concrete problems. He then discusses a unified theory of stochastic evolution equations and describes a few applied problems, including the random vibration of a nonlinear elastic beam and invariant measures for stochastic Navier-Stokes equations. The book concludes by pointing out the connection of stochastic PDEs to infinite-dimensional stochastic analysis.

Stochastic partial differential equations. --- Équations aux dérivées partielles stochastiques --- 519.21 --- PDE (partial differential equations) --- waarschijnlijkheidsrekening --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial --- waarschijnlijkheidsrekening. Stochastische processen --- Équations aux dérivées partielles stochastiques --- Stochastic partial differential equations

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Stochastic processes --- Differential equations --- Stochastic differential equations --- Equations différentielles stochastiques --- Stochastic differential equations. --- 519.216 --- Fokker-Planck equation --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Equations différentielles stochastiques --- Équations aux dérivées partielles stochastiques. --- Stochastic partial differential equations. --- Processus stochastiques --- Probabilités. --- Probabilities --- Stochastic processes. --- Probabilités --- Probabilities. --- Analyse stochastique --- Equations differentielles stochastiques