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Titlebook: Stochastic Calculus in Infinite Dimensions and SPDEs; Daniel Goodair,Dan Crisan Book 2024 The Editor(s) (if applicable) and The Author(s)

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发表于 2025-3-21 18:02:50 | 显示全部楼层 |阅读模式
书目名称 Stochastic Calculus in Infinite Dimensions and SPDEs
编辑Daniel Goodair,Dan Crisan
视频videohttp://file.papertrans.cn/878/877872/877872.mp4
概述Fundamental techniques in the cutting edge theory are presented and proved in detail.The most direct construction of the stochastic integral driven by Cylindrical Brownian Motion.A comprehensive frame
丛书名称SpringerBriefs in Mathematics
图书封面Titlebook:  Stochastic Calculus in Infinite Dimensions and SPDEs;  Daniel Goodair,Dan Crisan Book 2024 The Editor(s) (if applicable) and The Author(s)
描述.Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach...Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood heuristically, a comprehensive treatment in infinite dimensions has been lacking, primarily due to insufficient rigorous results on martingale properties...Secondly, the framework incorporates differential noise, assuming the noise operator is only bounded from a smaller Hilbert space into a larger one, rather than within the same space. This necessitates additional regularity in the Ito form to solve the original Stratonovich SPDE. This aspect has been largely overlooked, despite the increasing popularity of gradient-dependent Stratonovich noise in fluid dynamics and regularisation by noise studies...Lastly, the framework departs from the explicit duality structure (Gelfand Triple), which is typically expected in the study of analytically strong solutions. This extension builds on the classical v
出版日期Book 2024
关键词Stochastic Calculus; Stochastic Partial Differential Equations; Cylindrical Brownian Motion; Stochastic
版次1
doihttps://doi.org/10.1007/978-3-031-69586-5
isbn_softcover978-3-031-69585-8
isbn_ebook978-3-031-69586-5Series ISSN 2191-8198 Series E-ISSN 2191-8201
issn_series 2191-8198
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
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发表于 2025-3-21 23:56:06 | 显示全部楼层
2191-8198 driven by Cylindrical Brownian Motion.A comprehensive frame.Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach...Firstly, Stratonovich SPDEs are explicitly addresse
发表于 2025-3-22 01:27:18 | 显示全部楼层
Stochastic Calculus in Infinite Dimensions,gned to be familiar to a reader who has undertaken the study of integration with respect to a real valued Brownian motion. In addition, we offer a thorough introduction to martingale theory in Hilbert spaces.
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发表于 2025-3-22 10:34:49 | 显示全部楼层
Stochastic Calculus in Infinite Dimensions,mensional driving Brownian motion, before generalizations to other one dimensional martingales and, further, to .. The construction is direct and designed to be familiar to a reader who has undertaken the study of integration with respect to a real valued Brownian motion. In addition, we offer a tho
发表于 2025-3-22 14:56:43 | 显示全部楼层
Stochastic Differential Equations in Infinite Dimensions,e form introduced in the previous chapter. Through this framework we define notions of solutions for an abstract SPDE, incorporating both . (in the sense of differential operators) and . noise. One main result is the rigorous conversion between Itô and Stratonovich forms under an unbounded noise.
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978-3-031-69585-8The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
发表于 2025-3-23 06:26:17 | 显示全部楼层
Stochastic Calculus in Infinite Dimensions and SPDEs978-3-031-69586-5Series ISSN 2191-8198 Series E-ISSN 2191-8201
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