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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)

Leszek Gawarecki, Vidyadhar Mandrekar




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 | #5476671 in Books |  2010-12-10 | Original language:English | PDF # 1 |  6.14 x.75 x9.21l,1.34 | File type: PDF | 291 pages

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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 fundame...

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