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Авторизация |
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Поиск по указателям |
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Prevot C., Rockner M. — Concise Course on Stochastic Partial Differential Equations |
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Предметный указатель |
Bochner inequality 107
Bochner integral 105
Boundedness 56
Burkholder — Davis inequality 119
Coercivity 56
Conditional expectation 17
Covariance operator 6
Demicontinuity 56
Elementary process 22
Existence of a unique solution in finite dimensions 44
Fundamental theorem of calculus 108
Gaussian law 6
Gaussian measure 5
Gaussian random variable 9
Gaussian, representation and existence of a 9
Gelfand triple 55
Hemicontinuity 56
Hilbert — Schmidt norm 111
Ito isometry 25
Local weak monotonicity 44
Localization lemma 45
Localization procedure 30
Martingale 19
Maximal inequality 20
Normal filtration 16
Operator, Hilbert — Schmidt 110
Operator, nonnegative 109
Operator, nuclear 109
Operator, symmetric 109
Operator, trace class 109
p-Laplacian 65
Predictable -field 27
| Predictable process 28
Pseudo inverse 115
Quadratic variation of the stochastic integral 37
Sobolev space 62
Solution, analytically strong 133
Solution, analytically weak 134
Solution, infinite dimensions 44
Solution, mild 133
Solution, strong 123
Solution, weak 121
Square root of a linear operator 25
Stochastic basis 121
Stochastic differential equation, Burgers equation 3
Stochastic differential equation, heat equation 65
Stochastic differential equation, in finite dimensions 44
Stochastic differential equation, in infinite dimensions 55
Stochastic differential equation, Navier — Stokes equation 3
Stochastic differential equation, porous media equation 3
Stochastic differential equation, reaction diffusion equation 3
Stochastic integral, w.r.t. a standard Wiener process 22
Stochastically integrable process 30
Strong measurability 106
Trace 109
Uniqueness, pathwise 122
Uniqueness, strong 123
Uniqueness, weak 122
Weak monotonicity 56
Wiener process as a martingale 21
Wiener process with respect to a filtration 16
Wiener process, standard 13
Wiener process, standard, representation and existence of a 13
Yamada — Watanabe, Theorem of 124
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