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 s
Foundations of stochastic differential equations in infinite dimensional spaces
โ Scribed by Kiyosi Ito
- Publisher
- Society for Industrial Mathematics
- Year
- 1987
- Tongue
- English
- Leaves
- 85
- Series
- CBMS-NSF Regional Conference Series in Applied Mathematics
- Edition
- 1ST
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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 s
<p>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 stabili