Stochastic Equations in Infinite Dimensions

Nonfiction, Science & Nature, Mathematics, Differential Equations, Probability
Cover of the book Stochastic Equations in Infinite Dimensions by Giuseppe Da Prato, Jerzy Zabczyk, Cambridge University Press
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Author: Giuseppe Da Prato, Jerzy Zabczyk ISBN: 9781139905466
Publisher: Cambridge University Press Publication: April 17, 2014
Imprint: Cambridge University Press Language: English
Author: Giuseppe Da Prato, Jerzy Zabczyk
ISBN: 9781139905466
Publisher: Cambridge University Press
Publication: April 17, 2014
Imprint: Cambridge University Press
Language: English

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.

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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 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.

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