书目名称 | Stochastic Calculus in Infinite Dimensions and SPDEs |
编辑 | Daniel Goodair,Dan Crisan |
视频video | http://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 |  |
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 |
doi | https://doi.org/10.1007/978-3-031-69586-5 |
isbn_softcover | 978-3-031-69585-8 |
isbn_ebook | 978-3-031-69586-5Series ISSN 2191-8198 Series E-ISSN 2191-8201 |
issn_series | 2191-8198 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |