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

• Main Authors: Gawarecki, Leszek (Author), Mandrekar, Vidyadhar (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Series: Probability and Its Applications,
• Subjects: 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...

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.