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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 reader for research in this rapidly expanding area.
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 reader for research in this rapidly expanding area.
Most comprehensive coverage of the modern techniques used for solving problems in infinite dimensional stochastic differential equations
Presents major methods, including compactness, coercivity, monotonicity, in different set-ups
Provides a broad range of new results and applications
Includes supplementary material: [...]
| Erscheinungsjahr: | 2013 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 308 |
| Reihe: | Probability and Its Applications |
| Inhalt: |
xvi
291 S. |
| ISBN-13: | 9783642266348 |
| ISBN-10: | 3642266347 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Mandrekar, Vidyadhar
Gawarecki, Leszek |
| Auflage: | 2011 |
| Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Probability and Its Applications |
| Maße: | 235 x 155 x 17 mm |
| Von/Mit: | Vidyadhar Mandrekar (u. a.) |
| Erscheinungsdatum: | 27.01.2013 |
| Gewicht: | 0,47 kg |
Most comprehensive coverage of the modern techniques used for solving problems in infinite dimensional stochastic differential equations
Presents major methods, including compactness, coercivity, monotonicity, in different set-ups
Provides a broad range of new results and applications
Includes supplementary material: [...]
| Erscheinungsjahr: | 2013 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 308 |
| Reihe: | Probability and Its Applications |
| Inhalt: |
xvi
291 S. |
| ISBN-13: | 9783642266348 |
| ISBN-10: | 3642266347 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Mandrekar, Vidyadhar
Gawarecki, Leszek |
| Auflage: | 2011 |
| Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Probability and Its Applications |
| Maße: | 235 x 155 x 17 mm |
| Von/Mit: | Vidyadhar Mandrekar (u. a.) |
| Erscheinungsdatum: | 27.01.2013 |
| Gewicht: | 0,47 kg |
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