Stochastic Calculus in Infinite Dimensions and SPDEs
Language: en
Pages: 0
Authors: Daniel Goodair
Categories: Mathematics
Type: BOOK - Published: 2024-10-23 - Publisher: Springer

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Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditi
Stochastic Equations in Infinite Dimensions
Language: en
Pages: 513
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2014-04-17 - Publisher: Cambridge University Press

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Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimension
Stochastic Calculus in Infinite Dimensions and SPDEs
Language: en
Pages: 143
Authors: Daniel Goodair
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

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Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
Language: en
Pages: 261
Authors: Wilfried Grecksch
Categories: Science
Type: BOOK - Published: 2020-04-22 - Publisher: World Scientific

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This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory
Stochastic Equations in Infinite Dimensions
Language: en
Pages: 513
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2014-04-17 - Publisher: Cambridge University Press

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Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.