Foundations Of Stochastic Differential Equations In Infinite Dimensional Spaces
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Foundations Of Stochastic Differential Equations In Infinite Dimensional Spaces
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Author : Kiyosi Ito
language : en
Publisher: SIAM
Release Date : 1984-01-01
Foundations Of Stochastic Differential Equations In Infinite Dimensional Spaces written by Kiyosi Ito and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-01-01 with Mathematics categories.
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
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Author : Kiyosi Itô
language : en
Publisher:
Release Date : 1983
Foundations Of Stochastic Differential Equations In Infinite Dimensional Spaces written by Kiyosi Itô and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Stochastic Differential Equations In Infinite Dimensional Spaces
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Author : G. Kallianpur
language : en
Publisher: IMS
Release Date : 1995
Stochastic Differential Equations In Infinite Dimensional Spaces written by G. Kallianpur and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
Stability Of Infinite Dimensional Stochastic Differential Equations With Applications
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Author : Kai Liu
language : en
Publisher: CRC Press
Release Date : 2005-08-23
Stability Of Infinite Dimensional Stochastic Differential Equations With Applications written by Kai Liu and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-23 with Mathematics categories.
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ
Stochastic Analysis On Infinite Dimensional Spaces
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Author : H Kunita
language : en
Publisher: CRC Press
Release Date : 1994-08-22
Stochastic Analysis On Infinite Dimensional Spaces written by H Kunita and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-08-22 with Mathematics categories.
The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.)
Stochastic Equations In Infinite Dimensions
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Author : Giuseppe Da Prato
language : en
Publisher: Cambridge University Press
Release Date : 2014-04-17
Stochastic Equations In Infinite Dimensions written by Giuseppe Da Prato and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-17 with Mathematics categories.
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Stochastic Differential Equations In Infinite Dimensions
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Author : Leszek Gawarecki
language : en
Publisher: Springer
Release Date : 2013-01-27
Stochastic Differential Equations In Infinite Dimensions written by Leszek Gawarecki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-27 with Mathematics categories.
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.
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
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Author : Wilfried Grecksch
language : en
Publisher: World Scientific
Release Date : 2020-04-22
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics written by Wilfried Grecksch and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-22 with Science categories.
This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Stochastic Differential Equations In Infinite Dimensional Spaces
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Author : G. Kallianpur
language : en
Publisher:
Release Date : 2008*
Stochastic Differential Equations In Infinite Dimensional Spaces written by G. Kallianpur and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008* with Stochastic differential equations categories.
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Optimal Control Theory For Infinite Dimensional Systems
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Author : Xungjing Li
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Control Theory For Infinite Dimensional Systems written by Xungjing Li and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.