Yosida Approximations For Multivalued Stochastic Differential Equations In Finite And Infinite Dimensions With Applications
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Yosida Approximations For Multivalued Stochastic Differential Equations In Finite And Infinite Dimensions With Applications
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Author : Matthias Stephan
language : en
Publisher:
Release Date : 2008
Yosida Approximations For Multivalued Stochastic Differential Equations In Finite And Infinite Dimensions With Applications written by Matthias Stephan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications
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Author : T. E. Govindan
language : en
Publisher: Springer
Release Date : 2016-11-11
Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications written by T. E. Govindan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-11 with Mathematics categories.
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
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.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2005
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Functional Analysis Sobolev Spaces And Partial Differential Equations
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Author : Haim Brezis
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-10
Functional Analysis Sobolev Spaces And Partial Differential Equations written by Haim Brezis 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 2010-11-10 with Mathematics categories.
This textbook is a completely revised, updated, and expanded English edition of the important Analyse fonctionnelle (1983). In addition, it contains a wealth of problems and exercises (with solutions) to guide the reader. Uniquely, this book presents in a coherent, concise and unified way the main results from functional analysis together with the main results from the theory of partial differential equations (PDEs). Although there are many books on functional analysis and many on PDEs, this is the first to cover both of these closely connected topics. Since the French book was first published, it has been translated into Spanish, Italian, Japanese, Korean, Romanian, Greek and Chinese. The English edition makes a welcome addition to this list.
An Introduction To Stochastic Differential Equations With Reflection
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Author : Andrey Pilipenko
language : en
Publisher: Universitätsverlag Potsdam
Release Date : 2014
An Introduction To Stochastic Differential Equations With Reflection written by Andrey Pilipenko and has been published by Universitätsverlag Potsdam this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Variational Analysis
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Author : R. Tyrrell Rockafellar
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-06-26
Variational Analysis written by R. Tyrrell Rockafellar 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 2009-06-26 with Mathematics categories.
From its origins in the minimization of integral functionals, the notion of 'variations' has evolved greatly in connection with applications in optimization, equilibrium, and control. It refers not only to constrained movement away from a point, but also to modes of perturbation and approximation that are best describable by 'set convergence', variational convergence of functions and the like. This book develops a unified framework and, in finite dimension, provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, maximal monotone mappings, second-order subderivatives, measurable selections and normal integrands. The changes in this 3rd printing mainly concern various typographical corrections, and reference omissions that came to light in the previous printings. Many of these reached the authors' notice through their own re-reading, that of their students and a number of colleagues mentioned in the Preface. The authors also included a few telling examples as well as improved a few statements, with slightly weaker assumptions or have strengthened the conclusions in a couple of instances.
Current Index To Statistics Applications Methods And Theory
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Author :
language : en
Publisher:
Release Date : 1998
Current Index To Statistics Applications Methods And Theory written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematical statistics categories.
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Perturbation Theory For Linear Operators
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Author : Tosio Kato
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Perturbation Theory For Linear Operators written by Tosio Kato 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 2013-06-29 with Mathematics categories.
Reviews In Operator Theory 1980 86
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Author :
language : en
Publisher:
Release Date : 1989
Reviews In Operator Theory 1980 86 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Operator theory categories.