| 书目名称 | Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications | | 编辑 | T. E.‘Govindan | | 视频video | | | 概述 | First book ever published to systematically introduce Yosida approximations and their applications.Compiles results from the literature spanning more than 35 years.Most of the results presented are an | | 丛书名称 | Probability Theory and Stochastic Modelling | | 图书封面 |  | | 描述 | .This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces..The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launchesthe reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main | | 出版日期 | Book 2016 | | 关键词 | McKean-Vlasov evolution equations; Yosida approximations; existence and uniqueness of solutions; mild a | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-45684-3 | | isbn_softcover | 978-3-319-83347-7 | | isbn_ebook | 978-3-319-45684-3Series ISSN 2199-3130 Series E-ISSN 2199-3149 | | issn_series | 2199-3130 | | copyright | Springer International Publishing Switzerland 2016 |
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发表于 2025-3-21 17:54:05
