| 书目名称 | Stochastic Differential Equations in Infinite Dimensions |
| 副标题 | with Applications to |
| 编辑 | Leszek Gawarecki,Vidyadhar Mandrekar |
| 视频video | http://file.papertrans.cn/878/877904/877904.mp4 |
| 概述 | Most comprehensive coverage of the modern techniques used for solving problems in infinite dimensional stochastic differential equations.Presents major methods, including compactness, coercivity, mono |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | 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 |
| 出版日期 | Textbook 2011 |
| 关键词 | 35-XX, 60-XX; infinite dimensions; stochastic differential equations; partial differential equations; qu |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-16194-0 |
| isbn_softcover | 978-3-642-26634-8 |
| isbn_ebook | 978-3-642-16194-0Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag Berlin Heidelberg 2011 |
|Archiver|手机版|小黑屋|
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