rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic Differential Equations in Infinite Dimensions
    sub title: with Applications to Stochastic Partial Differential Equations
  name:
    name part: Gawarecki, Leszek.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Mandrekar, Vidyadhar.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVI, 291 p. online resource.
  abstract: 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.
  table of contents: Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1.Partial Differential Equations as Equations in Infinite -- 2.Stochastic Calculus -- 3.Stochastic Differential Equations -- 4.Solutions by Variational Method -- 5.Stochastic Differential Equations with Discontinuous Drift -- Part II: Stability, Boundedness, and Invariant Measures -- 6.Stability Theory for Strong and Mild Solutions -- 7.Ultimate Boundedness and Invariant Measure -- References -- Index.
  note: by Leszek Gawarecki, Vidyadhar Mandrekar.
  subject:
    topic: Mathematics
  subject:
    topic: Partial differential equations
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Partial Differential Equations
  subject:
    topic: Quantitative Finance
  subject:
    topic: Applications of Mathematics
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Probability and Its Applications
  identifier: 9783642161940
  identifier: http://dx.doi.org/10.1007/978-3-642-16194-0
  record info:
    record creation date: 101127
    record change date: 20151204160023.0
    record identifier: 978-3-642-16194-0