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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications) - Softcover
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The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
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The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
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Stochastic Differential Equations in Infinite Dimensions : With Applications to Stochastic Partial Differential Equations
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Stochastic Differential Equations in Infinite Dimensions (Paperback)
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ISBN 10: 3642266347
ISBN 13: 9783642266348
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Paperback. Condition: new. Paperback. The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance.Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included.This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDEs. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area. This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783642266348
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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)
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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)
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Stochastic Differential Equations in Infinite Dimensions : With Applications to Stochastic Partial Differential Equations
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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)
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Stochastic Differential Equations in Infinite Dimensions
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Springer Berlin Heidelberg, Springer Berlin Heidelberg Jan 2013, 2013
ISBN 10: 3642266347
ISBN 13: 9783642266348
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance.Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included.This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE's. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area. 308 pp. Englisch. Seller Inventory # 9783642266348
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Stochastic Differential Equations in Infinite Dimensions
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Most comprehensive coverage of the modern techniques used for solving problems in infinite dimensional stochastic differential equations Presents major methods, including compactness, coercivity, monotonicity, in different set-ups . Seller Inventory # 5054688
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Stochastic Differential Equations in Infinite Dimensions
Published by
Springer Berlin Heidelberg, Springer Berlin Heidelberg Jan 2013, 2013
ISBN 10: 3642266347
ISBN 13: 9783642266348
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE¿s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 308 pp. Englisch. Seller Inventory # 9783642266348
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Stochastic Differential Equations in Infinite Dimensions : with Applications to Stochastic Partial Differential Equations
Published by
Springer Berlin Heidelberg, 2013
ISBN 10: 3642266347
ISBN 13: 9783642266348
New
Taschenbuch
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance.Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included.This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE's. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area. Seller Inventory # 9783642266348
Quantity: 1 available