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
Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Language: en
Pages: 311
Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press

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Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st
Stochastic Differential Equations in Infinite Dimensions
Language: en
Pages: 300
Authors: Leszek Gawarecki
Categories: Mathematics
Type: BOOK - Published: 2010-11-29 - Publisher: Springer Science & Business Media

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The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr
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 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.