Cambridge University Press eBooks· 2014
Stochastic Equations in Infinite Dimensions
- 4,106citations
- 2014year
Short summary
This second edition of a book provides a systematic and self-contained presentation of fundamental results on stochastic evolution equations in infinite-dimensional spaces, such as Hilbert and Banach spaces.
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Key points
- Presents basic results on stochastic evolution equations in infinite-dimensional spaces.
- Covers probability measures, existence, uniqueness, and qualitative properties of solutions.
- Includes two new chapters on recent developments.
- Gathers essential background analysis results in appendices.
AI-generated from the title and abstract; the full text is not read.
Abstract
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.
The authors' abstract, as published at the source. Cambridge University Press eBooks, 2014 · DOI ↗
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Field: Applied Mathematics
Applied MathematicsMathematics