Stochastic Equations in Infinite Dimensions

Stochastic Equations in Infinite Dimensions

eBook - 1992
Rate this:
Cambridge Univ Pr
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces.
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 Itô and Gikhman that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first the authors give a self-contained exposition of the basic properties of probability measures 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.

Publisher: Cambridge ;, New York :, Cambridge University Press,, 1992
ISBN: 9781107088139
1107088135
9780511666223
0511666225
0521385296
9780521385299
Characteristics: 1 online resource (xviii, 454 pages)
Additional Contributors: Zabczyk, Jerzy

Opinion

From the critics


Community Activity

Comment

Add a Comment

There are no comments for this title yet.

Age Suitability

Add Age Suitability

There are no age suitabilities for this title yet.

Summary

Add a Summary

There are no summaries for this title yet.

Notices

Add Notices

There are no notices for this title yet.

Quotes

Add a Quote

There are no quotes for this title yet.

Explore Further

Subject Headings

  Loading...

Find it at NPL

  Loading...
[]
[]
To Top