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Beschreibung
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Über den Autor
Giuseppe Da Prato is Emeritus Professor at the Scuola Normale Superiore di Pisa. His research activity concerns: stochastic analysis, evolution equations both deterministic and stochastic, elliptic and parabolic equations with infinitely many variables, deterministic and stochastic control. On these subjects he has produced more than 350 papers in reviewed journals and eight books.
Inhaltsverzeichnis
Preface; Introduction; Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. Stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; 9. Markov property and Kolmogorov equation; 10. Absolute continuity and Girsanov theorem; 11. Large time behavior of solutions; 12. Small noise asymptotic; 13. Survey of specific equations; 14. Some recent developments; Appendix A. Linear deterministic equations; Appendix B. Some results on control theory; Appendix C. Nuclear and Hilbert-Schmidt operators; Appendix D. Dissipative mappings; Bibliography; Index.
Details
Erscheinungsjahr: | 2015 |
---|---|
Fachbereich: | Analysis |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Seiten: | 512 |
ISBN-13: | 9781107055841 |
ISBN-10: | 1107055849 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC gerader Rücken kaschiert |
Einband: | Gebunden |
Autor: | Zabczyk, Jerzy |
Hersteller: | Cambridge University Press |
Maße: | 240 x 161 x 32 mm |
Von/Mit: | Jerzy Zabczyk |
Erscheinungsdatum: | 07.01.2015 |
Gewicht: | 0,93 kg |
Über den Autor
Giuseppe Da Prato is Emeritus Professor at the Scuola Normale Superiore di Pisa. His research activity concerns: stochastic analysis, evolution equations both deterministic and stochastic, elliptic and parabolic equations with infinitely many variables, deterministic and stochastic control. On these subjects he has produced more than 350 papers in reviewed journals and eight books.
Inhaltsverzeichnis
Preface; Introduction; Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. Stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; 9. Markov property and Kolmogorov equation; 10. Absolute continuity and Girsanov theorem; 11. Large time behavior of solutions; 12. Small noise asymptotic; 13. Survey of specific equations; 14. Some recent developments; Appendix A. Linear deterministic equations; Appendix B. Some results on control theory; Appendix C. Nuclear and Hilbert-Schmidt operators; Appendix D. Dissipative mappings; Bibliography; Index.
Details
Erscheinungsjahr: | 2015 |
---|---|
Fachbereich: | Analysis |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Seiten: | 512 |
ISBN-13: | 9781107055841 |
ISBN-10: | 1107055849 |
Sprache: | Englisch |
Ausstattung / Beilage: | HC gerader Rücken kaschiert |
Einband: | Gebunden |
Autor: | Zabczyk, Jerzy |
Hersteller: | Cambridge University Press |
Maße: | 240 x 161 x 32 mm |
Von/Mit: | Jerzy Zabczyk |
Erscheinungsdatum: | 07.01.2015 |
Gewicht: | 0,93 kg |
Warnhinweis