Autor: Michael Rockner

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 se …

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic pertur …

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 …

Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic …

The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilisti …

This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the the …