Stochastic Equations in Infinite Dimensions
Autor Giuseppe Da Prato, Jerzy Zabczyken Limba Engleză Hardback – 7 ian 2015
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Specificații
ISBN-13: 9781107055841
ISBN-10: 1107055849
Pagini: 512
Ilustrații: black & white illustrations
Dimensiuni: 161 x 240 x 32 mm
Greutate: 0.93 kg
Ediția:Revizuită
Editura: Cambridge University Press
Locul publicării:New York, United States
ISBN-10: 1107055849
Pagini: 512
Ilustrații: black & white illustrations
Dimensiuni: 161 x 240 x 32 mm
Greutate: 0.93 kg
Ediția:Revizuită
Editura: Cambridge University Press
Locul publicării:New York, United States
Cuprins
Preface; Introduction; Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. Stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; 9. Markov property and Kolmogorov equation; 10. Absolute continuity and Girsanov theorem; 11. Large time behavior of solutions; 12. Small noise asymptotic; 13. Survey of specific equations; 14. Some recent developments; Appendix A. Linear deterministic equations; Appendix B. Some results on control theory; Appendix C. Nuclear and Hilbert–Schmidt operators; Appendix D. Dissipative mappings; Bibliography; Index.
Recenzii
Review of the first edition: 'The exposition is excellent and readable throughout, and should help bring the theory to a wider audience.' Daniel L. Ocone, Stochastics and Stochastic Reports
Review of the first edition: '… a welcome contribution to the rather new area of infinite dimensional stochastic evolution equations, which is far from being complete, so it should provide both a useful background and motivation for further research.' Yuri Kifer, The Annals of Probability
Review of the first edition: '… an excellent book which covers a large part of stochastic evolution equations with clear proofs and a very interesting analysis of their properties … In my opinion this book will become an indispensable tool for everybody working on stochastic evolution equations and related areas.' P. Kotelenez, American Mathematical Society
Review of the first edition: '… a welcome contribution to the rather new area of infinite dimensional stochastic evolution equations, which is far from being complete, so it should provide both a useful background and motivation for further research.' Yuri Kifer, The Annals of Probability
Review of the first edition: '… an excellent book which covers a large part of stochastic evolution equations with clear proofs and a very interesting analysis of their properties … In my opinion this book will become an indispensable tool for everybody working on stochastic evolution equations and related areas.' P. Kotelenez, American Mathematical Society
Descriere
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.