Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Author: Kiyosi Ito
Publisher: SIAM
Total Pages: 79
Release: 1984-01-01
Genre: Mathematics
ISBN: 9781611970234


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A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.


Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages: 79
Authors: Kiyosi Ito
Categories: Mathematics
Type: BOOK - Published: 1984-01-01 - Publisher: SIAM

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A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz s
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages:
Authors: Kiyosi Itô
Categories:
Type: BOOK - Published: 1983 - Publisher:

GET EBOOK

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages:
Authors: Kiyoshi Ito
Categories:
Type: BOOK - Published: 1983 - Publisher:

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Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages: 356
Authors: G. Kallianpur
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: IMS

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Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Language: en
Pages: 311
Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press

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Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st