A concise course on stochastic partial differential equations - Prevot, Claudia; Rockner, Michael, 1956- (Berlin ; New York : Springer, 2007)
Motivation, aims and examples -- Stochastic integral in Hilbert spaces -- Stochastic differential equations in finite dimensions -- A class of stochastic differential equations -- The Bochner integral -- Nuclear and Hilbert Schmidt operators -- Pseudo inverse of linear operators -- Some tools from real martingale theory -- Weak and strong solutions : the Yamada-Watanabe theorem -- Strong, mild and weak solutions
Includes bibliographical references and index
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Keywords: Equations differentielles stochastiques; Stochastic differential equations; Stochastic partial differential equations