Stochastic Evolution Equations: A Hilbert Space Approach: Vol 85 (Mathematical Research) - Softcover

Grecksch, Wilfried; Tudor, Constantin

Softcover

ISBN 10: 3055016971 ISBN 13: 9783055016974

Publisher: Wiley VCH, 1996

Synopsis

The authors give a self–contained exposition of the theory of stochastic evolution equations. Elements of infinite dimensional analysis, martingale theory in Hilbert spaces, stochastic integrals, stochastic convolutions are applied. Existence and uniqueness theorems for stochastic evolution equations in Hilbert spaces in the sense of the semigroup theory, the theory of evolution operators, and monotonous operators in rigged Hilbert spaces are discussed. Relationships between the different concepts are demonstrated. The results are used to concrete stochastic partial differential equations like parabolic and hyperbolic Ito equations and random constitutive equations of elastic viscoplastic materials. Furthermore, stochastic evolution equations in rigged Hilbert spaces are approximated by time discretization methods.

About this title

Synopsis

Stochastic partial differential equations are studied in this text, using the infinite dimensional stochastic analysis, the theory of evolution operators and rigged Hilbert spaces. The authors also consider existence and uniqueness theorems as well as the possibilities of the approximation.

Edition details

• Publisher: Wiley VCH
• Publication date: 1996
• Language: English
• ISBN 10: 3055016971
• ISBN 13: 9783055016974
• Binding: Paperback
• Number of pages: 179