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Stochastic Differential Equations in Infinite Dimensions

Name: Stochastic Differential Equations in Infinite Dimensions
Brand: Springer, Berlin
SKU: 9783642161933
Price: 2130 CZK
Availability: InStock

With Applications to Stochastic Partial Differential Equations

Autor: Leszek Gawarecki, Vidyadhar Mandrekar

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

2 130 Kč

The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...

Informace o knize

Autor

Leszek Gawarecki, Vidyadhar Mandrekar

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2011

Stránek

292

EAN

9783642161933

ISBN

3642161936

Enbook ID

01656766

Vydavatel

Springer, Berlin

Hmotnost

595

Rozměry

155 x 235 x 21

Kompletní popis

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.