大葉大學圖書館 |

Stochastic equations in infinite dimensions[electronic resource] /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	519.22
書名/作者:	Stochastic equations in infinite dimensions/ Giuseppe Da Prato, Jerzy Zabczyk.
作者:	Da Prato, Giuseppe.
其他作者:	Zabczyk, Jerzy.
出版者:	Cambridge : : Cambridge University Press,, 2014.
面頁冊數:	xviii, 493 p. : : ill., digital ;; 24 cm.
標題:	Stochastic partial differential equations.
ISBN:	9781107295513
ISBN:	9781107055841
內容註:	Introduction: motivating examples -- Part One: Foundations -- Random variables -- Probability measures -- Stochastic processes -- The stochastic integral -- Part Two: Existence and uniqueness -- Linear equations with additive noise -- Linear equations with multiplicative noise -- Existence and uniqueness for nonlinear equations -- Martingale solutions -- Part Three: Properties of solutions -- Markov property and Kolmogorov equation -- Absolute continuity and the Girsanov theorem -- Large time behavior of solutions -- Small noise asymptotic behavior -- Survey of specific equations -- Some recent developments.
摘要、提要註:	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.
電子資源:	https://doi.org/10.1017/CBO9781107295513

Stochastic equations in infinite dimensions[electronic resource] /
Da Prato, Giuseppe.

Stochastic equations in infinite dimensions[electronic resource] /Giuseppe Da Prato, Jerzy Zabczyk. - 2nd ed. - Cambridge :Cambridge University Press,2014. - xviii, 493 p. :ill., digital ;24 cm. - Encyclopedia of mathematics and its applications ;152. - Encyclopedia of mathematics and its applications ;v. 143..

Introduction: motivating examples -- Part One: Foundations -- Random variables -- Probability measures -- Stochastic processes -- The stochastic integral -- Part Two: Existence and uniqueness -- Linear equations with additive noise -- Linear equations with multiplicative noise -- Existence and uniqueness for nonlinear equations -- Martingale solutions -- Part Three: Properties of solutions -- Markov property and Kolmogorov equation -- Absolute continuity and the Girsanov theorem -- Large time behavior of solutions -- Small noise asymptotic behavior -- Survey of specific equations -- Some recent developments.

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.

ISBN: 9781107295513Subjects--Topical Terms:

605621
Stochastic partial differential equations.

LC Class. No.: QA274.25 / .D4 2014

Dewey Class. No.: 519.22

Stochastic equations in infinite dimensions[electronic resource] /
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520 $a 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.
650 0 $a Stochastic partial differential equations. $3 605621
700 1 $a Zabczyk, Jerzy. $3 711901
830 0 $a Encyclopedia of mathematics and its applications ; $v v. 143. $3 641511
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