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
GET BOOK

Download Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces Book in PDF, Epub and Kindle

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

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Authors: Kiyosi Ito
Categories: Mathematics
Type: BOOK - Published: 1984-01-01 - Publisher: SIAM

GET EBOOK

A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz s
Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages: 356

Stochastic Differential Equations in Infinite Dimensional Spaces

Authors: G. Kallianpur
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: IMS

GET EBOOK

Stochastic Equations in Infinite Dimensions
Language: en
Pages:

Stochastic Equations in Infinite Dimensions

Authors: Da Prato Guiseppe
Categories:
Type: BOOK - Published: 2013-11-21 - Publisher:

GET EBOOK

The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typical
Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Language: en
Pages: 311

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press

GET EBOOK

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st
Stochastic Differential Equations in Infinite Dimensions
Language: en
Pages: 300

Stochastic Differential Equations in Infinite Dimensions

Authors: Leszek Gawarecki
Categories: Mathematics
Type: BOOK - Published: 2010-11-29 - Publisher: Springer Science & Business Media

GET EBOOK

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr