The aim of this book is to give a systematic and self-contained presentation of the basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by ItΓ΄ and Gikhman that oc
Stochastic equations in infinite dimensions
β Scribed by Da Prato G., Zabczyk J.
- Publisher
- CUP
- Year
- 1992
- Tongue
- English
- Leaves
- 482
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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 probabil
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, prof