Stochastic Equations in Infinite Dimensions (Hardcover, 2nd Revised edition)

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Encyclopedia of Mathematics and its Applications
Release date:	April 2014
First published:	June 2014
Authors:	Giuseppe Da Prato • Jerzy Zabczyk
Dimensions:	236 x 152 x 33mm (L x W x T)
Format:	Hardcover
Pages:	512
Edition:	2nd Revised edition
ISBN-13:	978-1-107-05584-1
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	1-107-05584-9
Barcode:	9781107055841

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