Coverart for item
The Resource Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar

Label
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
Title
Stochastic differential equations in infinite dimensions
Title remainder
with applications to stochastic partial differential equations
Statement of responsibility
Leszek Gawarecki, Vidyadhar Mandrekar
Creator
Contributor
Subject
Language
  • eng
  • eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Gawarecki, Leszek
Dewey number
519.2
Index
index present
Language note
English
LC call number
QA274.25
LC item number
.G39 2011
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1939-
http://library.link/vocab/relatedWorkOrContributorName
Mandrekar, V.
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Stochastic partial differential equations
  • Stochastic partial differential equations
Label
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1. Partial Differential Equations as Equations in Infinite -- 2. Stochastic Calculus -- 3. Stochastic Differential Equations -- 4. Solutions by Variational Method -- 5. Stochastic Differential Equations with Discontinuous Drift -- Part II: Stability, Boundedness, and Invariant Measures -- 6. Stability Theory for Strong and Mild Solutions -- 7. Ultimate Boundedness and Invariant Measure -- References -- Index
Control code
695387013
Dimensions
unknown
Extent
1 online resource (xvi, 291 pages)
Form of item
online
Isbn
9783642161940
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-16194-0
http://library.link/vocab/ext/overdrive/overdriveId
978-3-642-16193-3
Specific material designation
remote
System control number
(OCoLC)695387013
Label
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations, Leszek Gawarecki, Vidyadhar Mandrekar
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1. Partial Differential Equations as Equations in Infinite -- 2. Stochastic Calculus -- 3. Stochastic Differential Equations -- 4. Solutions by Variational Method -- 5. Stochastic Differential Equations with Discontinuous Drift -- Part II: Stability, Boundedness, and Invariant Measures -- 6. Stability Theory for Strong and Mild Solutions -- 7. Ultimate Boundedness and Invariant Measure -- References -- Index
Control code
695387013
Dimensions
unknown
Extent
1 online resource (xvi, 291 pages)
Form of item
online
Isbn
9783642161940
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-16194-0
http://library.link/vocab/ext/overdrive/overdriveId
978-3-642-16193-3
Specific material designation
remote
System control number
(OCoLC)695387013

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...