Stochastic differential equations in infinite dimensional spaces

✍ Scribed by Gopinath Kallianpur, Jie Xiong

Publisher: Institute of Mathematical Statistics
Year: 1995
Tongue: English
Leaves: 312
Series: Lecture notes-monograph series 26
Category: Library

⬇ Acquire This Volume

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Foundations of stochastic differential e

📁 Foundations of stochastic differential equations in infinite dimensional spaces

✍ Kiyosi Ito 📂 Library 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English

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 e

📁 Foundations of stochastic differential equations in infinite dimensional spaces

✍ Kiyosi Ito 📂 Library 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English

Foundations of stochastic differential e

📁 Foundations of stochastic differential equations in infinite dimensional spaces

✍ Kiyosi Ito 📂 Library 📅 1987 🏛 Society for Industrial Mathematics 🌐 English

Stability of Infinite Dimensional Stocha

📁 Stability of Infinite Dimensional Stochastic Differential Equations with Applications

✍ Kai Liu (Author) 📂 Library 📅 2005 🏛 Chapman and Hall/CRC

<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

Stability of infinite dimensional stocha

📁 Stability of infinite dimensional stochastic differential equations with applications

✍ Kai Liu 📂 Library 📅 2006 🏛 Chapman & Hall/CRC 🌐 English

Stability of Infinite Dimensional Stocha

📁 Stability of Infinite Dimensional Stochastic Differential Equations with Applications

✍ Liu, Kai 📂 Library 📅 2006 🏛 Chapman & Hall/CRC 🌐 English

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.