<p>From the reviews:</p><p>“The text is complete, accurate and a very clear introduction to the topic. … the book is a very nice and clear introduction to major methods in the study of infinite-dimensional stochastic differential equations. The book is not only appropriate for teaching purposes (it is designed for graduate students but due to its clear approach it can probably be used in undergraduate classes as well), but also a robust reference work for pure and applied mathematicians.” (Giorgio Fabbri, Mathematical Reviews, Issue 2012 a)</p>
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.
Les mer
This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.
Les mer
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.
Les mer
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.
Les mer
Most comprehensive coverage of the modern techniques used for solving problems in infinite dimensional stochastic differential equations Presents major methods, including compactness, coercivity, monotonicity, in different set-ups Provides a broad range of new results and applications Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance
The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this.
If you have any concerns about our products you can contact us on ProductSafety@springernature.com.
In case Publisher is established outside the EU, the EU authorized representative is:
Springer Nature Customer Service Center GmbH
Europaplatz 3
69115 Heidelberg, Germany
ProductSafety@springernature.com
Les mer
Produktdetaljer
ISBN
9783642161933
Publisert
2010-12-15
Utgiver
Vendor
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Graduate, P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet