Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations /

• Κύριοι συγγραφείς: Gawarecki, Leszek (Συγγραφέας), Mandrekar, Vidyadhar (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Partial differential equations.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Quantitative Finance.; Applications of Mathematics.

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...

Πίνακας περιεχομένων:

• 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.