Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
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...
Enregistré dans:
| Auteurs principaux: | , , |
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| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2011. |
| Collection: | Probability and Its Applications
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| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Description d'après consultation du 22 avril 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic differential equations in infinite dimensions, with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar, Berlin, Springer, 2010, 1 vol. (XVI-291 p.), Probability and its applications • Stochastic differential equations in infinite dimensions, with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar, Berlin, Springer, 2010, 1 vol. (XVI-291 p.), Probability and its applications • Stochastic Differential Equations in Infinite Dimensions, Texte imprimé, 9783642266348 • Stochastic Differential Equations in Infinite Dimensions, Texte imprimé, 9783642161957 |
| Résumé: | 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 |
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| Description: | Description d'après consultation du 22 avril 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliographie: | Bibliogr. Index |
| ISBN: | 9783642161940 |
| Accès: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |