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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gawarecki, Leszek (Autor), Mandrekar, Vidyadhar (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:Probability and Its Applications
Temas:
Probabilities.
Differential equations.
Social sciences-Mathematics.
Mathematics.
Probability Theory.
Differential Equations.
Mathematics in Business, Economics and Finance.
Applications of Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

Ejemplares similares