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...
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| Главные авторы: | , , |
|---|---|
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Редактирование: | 1st ed. 2011. |
| Серии: | Probability and Its Applications
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| Предметы: | |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
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 |
Оглавление:
- 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