| 书目名称 | Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applicat |
| 编辑 | T. E. Govindan |
| 视频video | |
| 概述 | Shows Trotter-Kato approximations of stochastic differential equations in infinite dimensions in book form.Compiles findings from the literature with new results in a self-contained format.Tailors con |
| 图书封面 |  |
| 描述 | .This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied literature on this topic since 1985 when such a study was initiated. The author provides a clear and systematic introduction to the theory of Trotter-Kato approximations of SDEs and also presents its applications to practical topics such as stochastic stability and stochastic optimal control. The theory assimilated here is developed slowly and methodically in digestive pieces..The book begins with a motivational chapter introducing several different models that highlight the importance of the theory on abstract SDEs that will be considered in the subsequent chapters. The author next introduces the necessary mathematical background and then leads the reader into the main discussion of the monograph, namely, the Trotter-Kato approximations of many classes of SDEs in Hilbert spaces, Trotter-Kato approximations of SDEs in UMD Banach spaces and some of their applications. Most of the results presented in the main chapters appear for the first time in a book form. The monograph also con |
| 出版日期 | Book 2024 |
| 关键词 | Trotter-Kato approximations; Stochastic differential equations; Stochastic equations in infinite dimen |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-42791-6 |
| isbn_softcover | 978-3-031-42793-0 |
| isbn_ebook | 978-3-031-42791-6 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 19:04:09
