Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations - Softcover

Book 27 of 35: Probability and Its Applications

Gawarecki, Leszek; Mandrekar, Vidyadhar

 
9783642161957: Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
Softcover
ISBN 10: 3642161952 ISBN 13: 9783642161957
Publisher: Springer, 2011

This specific ISBN edition is currently not available.

Synopsis

Preface.- Part I: Stochastic Differential Equations in Infinite Dimensions.- 1.Partial Differential Equations as Equations in Infinite.- 2.Stochastic Calculus.- 3.Stochastic Differential Equations.- 4.Solutions by Variational Method.- 5.Stochastic Differential Equations with Discontinuous Drift.- Part II: Stability, Boundedness, and Invariant Measures.- 6.Stability Theory for Strong and Mild Solutions.- 7.Ultimate Boundedness and Invariant Measure.- References.- Index.

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Publisher
Springer
Publication date
2011
Language
English
ISBN 10 
3642161952
ISBN 13 
9783642161957
Binding
Paperback
Number of pages
308

Other Popular Editions of the Same Title

9783642161933: Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)

Featured Edition

ISBN 10:  3642161936 ISBN 13:  9783642161933
Publisher: Springer, 2010
Hardcover