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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
Leszek Gawarecki
€ 105.79
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Description for Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
Paperback. This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups. Series: Probability and Its Applications. Num Pages: 291 pages, biography. BIC Classification: PBKJ; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 16. Weight in Grams: 435.
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of ... Read more
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Condition
New
Series
Probability and its Applications
Number of Pages
291
Place of Publication
Berlin, Germany
ISBN
9783642266348
SKU
V9783642266348
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
From the reviews: The text is complete, accurate and a very clear introduction to the topic. ... the book is a very nice and clear introduction to major methods in the study of infinite-dimensional stochastic differential equations. The book is not only appropriate for teaching purposes (it is designed for graduate students but due to its ... Read more