Overview
- 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
- Provides a broad range of new results and applications
- Includes supplementary material: sn.pub/extras
Part of the book series: Probability and Its Applications (PIA)
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Keywords
Table of contents (7 chapters)
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Stochastic Differential Equations in Infinite Dimensions
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Stability, Boundedness, and Invariant Measures
Reviews
From the reviews:
“The text is complete, accurate and a very clear introduction to the topic. … the book is a very nice and clear introduction to major methods in the study of infinite-dimensional stochastic differential equations. The book is not only appropriate for teaching purposes (it is designed for graduate students but due to its clear approach it can probably be used in undergraduate classes as well), but also a robust reference work for pure and applied mathematicians.” (Giorgio Fabbri, Mathematical Reviews, Issue 2012 a)
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Differential Equations in Infinite Dimensions
Book Subtitle: with Applications to Stochastic Partial Differential Equations
Authors: Leszek Gawarecki, Vidyadhar Mandrekar
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/978-3-642-16194-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-16193-3Published: 15 December 2010
Softcover ISBN: 978-3-642-26634-8Published: 27 January 2013
eBook ISBN: 978-3-642-16194-0Published: 29 November 2010
Series ISSN: 1431-7028
Edition Number: 1
Number of Pages: XVI, 291
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Quantitative Finance, Applications of Mathematics