WorldCat Linked Data Explorer

Turtle N-Triple JSON-LD RDF/XML HTML Contact Us Home

http://worldcat.org/entity/work/id/30335583

Stochastic equations in infinite dimensions

The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces.

Open All Close All

type

about

http://schema.org/about

author

contributor

creator

description

http://schema.org/description

  • "The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces."@en
  • ""Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability measures 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 field and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations"--"@en
  • ""Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability measures 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 field and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations"--"
  • "Updates in this second edition include two brand new chapters and an even more comprehensive bibliography."@en

genre

http://schema.org/genre

  • "Livres électroniques"
  • "Electronic books"
  • "Electronic books"@en

name

http://schema.org/name

  • "Stochastic equations in infinite dimensions"@en
  • "Stochastic equations in infinite dimensions"
  • "Stochastic Equations in Infinite Dimensions : Theory and Applications"@en
  • "Stochastic Equations in Infinite Dimensions"@en

workExample