Stochastic Equations in Infinite Dimensions

Stochastic Equations in Infinite Dimensions

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LF/412031619/R
Английский
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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.
LF/412031619/R

Характеристики

ФИО Автора
Giuseppe Da Prato
Professor Jerzy Zabczyk
Язык
Английский
Серия
Encyclopedia of Mathematics and its Applications
ISBN
9781107055841
Дата выхода
2014

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Stochastic Equations in Infinite Dimensions

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimens...

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