Stochastic Equations in Infinite Dimensions

Language: English

Published by Cambridge University Press Jan 2015, 2015

1107055849 / 9781107055841

Series: Book 154 of 188 - Encyclopedia of Mathematics and its Applications

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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.…

Seller Inventory # 9781107055841

Title
Stochastic Equations in Infinite Dimensions
Author
Giuseppe Da Prato
Publisher
Cambridge University Press Jan 2015
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1107055849
ISBN 13
9781107055841
Edition
2nd Edition
Item weight
928 grams
Dimensions
240x161x32 mm
Series
Book 154 of 188: Encyclopedia of Mathematics and its Applications

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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