Stochastic Differential Equations In Infinite Dimensional Spaces And Their Applications
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Author | : Kai Liu |
Publisher | : CRC Press |
Total Pages | : 311 |
Release | : 2005-08-23 |
Genre | : Mathematics |
ISBN | : 1420034820 |
Download Stability of Infinite Dimensional Stochastic Differential Equations with Applications Book in PDF, Epub and Kindle
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ
Author | : Leszek Gawarecki |
Publisher | : Springer Science & Business Media |
Total Pages | : 300 |
Release | : 2010-11-29 |
Genre | : Mathematics |
ISBN | : 3642161944 |
Download Stochastic Differential Equations in Infinite Dimensions Book in PDF, Epub and Kindle
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 solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
Author | : Kiyosi Ito |
Publisher | : SIAM |
Total Pages | : 79 |
Release | : 1984-01-01 |
Genre | : Mathematics |
ISBN | : 9781611970234 |
Download Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces Book in PDF, Epub and Kindle
A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.
Author | : J. R. Dorrah |
Publisher | : |
Total Pages | : 83 |
Release | : 1984 |
Genre | : |
ISBN | : |
Download Stochastic Differential Equations in Infinite Dimensional Spaces and Their Applications Book in PDF, Epub and Kindle
Author | : G. Kallianpur |
Publisher | : IMS |
Total Pages | : 356 |
Release | : 1995 |
Genre | : Mathematics |
ISBN | : 9780940600386 |
Download Stochastic Differential Equations in Infinite Dimensional Spaces Book in PDF, Epub and Kindle
Author | : Kiyosi Itô |
Publisher | : |
Total Pages | : |
Release | : 1983 |
Genre | : |
ISBN | : |
Download Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces Book in PDF, Epub and Kindle
Author | : Giuseppe Da Prato |
Publisher | : Cambridge University Press |
Total Pages | : 513 |
Release | : 2014-04-17 |
Genre | : Mathematics |
ISBN | : 1107055849 |
Download Stochastic Equations in Infinite Dimensions Book in PDF, Epub and Kindle
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Author | : Giuseppe Da Prato |
Publisher | : Cambridge University Press |
Total Pages | : 513 |
Release | : 2014-04-17 |
Genre | : Mathematics |
ISBN | : 1139917153 |
Download Stochastic Equations in Infinite Dimensions Book in PDF, Epub and Kindle
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.
Author | : Wilfried Grecksch |
Publisher | : World Scientific |
Total Pages | : 261 |
Release | : 2020-04-22 |
Genre | : Science |
ISBN | : 9811209804 |
Download Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics Book in PDF, Epub and Kindle
This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Author | : |
Publisher | : |
Total Pages | : |
Release | : 1984 |
Genre | : |
ISBN | : |
Download Stochastic Differential Equations in Infinite Dimensional Spaces and Their Applications Book in PDF, Epub and Kindle