Stochastic Equations in Infinite Dimensions
Language: English
Published by Cambridge University Press, GB, 2014
Series: Book 154 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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Add to basketItem description from seller
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 # LU-9781107055841
- Title
- Stochastic Equations in Infinite Dimensions
- Author
- Giuseppe Da Prato, Jerzy Zabczyk
- Publisher
- Cambridge University Press, GB
- Publication year
- 2014
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1107055849
- ISBN 13
- 9781107055841
- Edition
- 2nd Edition
- Item weight
- 900 grams
- Series
- Book 154 of 188: Encyclopedia of Mathematics and its Applications
"Synopsis" may belong to another edition of this title.
About the Author
Jerzy Zabczyk is Professor in the Institute of Mathematics at the Polish Academy of Sciences. His research interests include stochastic processes, evolution equations, control theory and mathematical finance. He has published 87 papers in mathematical journals and seven books.
"About the title" may belong to another edition of this title.
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