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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications) - Hardcover
Synopsis
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.
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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.
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Stochastic Differential Equations in Infinite Dimensions: With Applications to Stochastic Partial Differential Equations
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Stochastic Differential Equations in Infinite Dimensions : With Applications to Stochastic Partial Differential Equations
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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)
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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)
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Stochastic Differential Equations in Infinite Dimensions : With Applications to Stochastic Partial Differential Equations
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Stochastic Differential Equations in Infinite Dimensions
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Stochastic Differential Equations in Infinite Dimensions
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Berlin Springer Berlin Heidelberg Springer Dez 2010, 2010
ISBN 10: 3642161936
ISBN 13: 9783642161933
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 291 pp. Englisch. Seller Inventory # 9783642161933
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Stochastic Differential Equations in Infinite Dimensions
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Condition: New. pp. 308 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Seller Inventory # 6822831
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