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Stochastic Differential Equations in Infinite Dimensions: With Applications to Stochastic Partial Differential Equations

Stochastic Differential Equations in Infinite Dimensions: With Applications to Stochastic Partial Differential Equations

Hardcover

Series: Probability and Its Applications

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 3642161936
ISBN13: 9783642161933
Publisher: Springer Nature
Published: Dec 15 2010
Pages: 291
Weight: 1.34
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
Preface.- Part I: Stochastic Differential Equations in Infinite Dimensions.- 1.Partial Differential Equations as Equations in Infinite.- 2.Stochastic Calculus.- 3.Stochastic Differential Equations.- 4.Solutions by Variational Method.- 5.Stochastic Differential Equations with Discontinuous Drift.- Part II: Stability, Boundedness, and Invariant Measures.- 6.Stability Theory for Strong and Mild Solutions.- 7.Ultimate Boundedness and Invariant Measure.- References.- Index.

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