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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Equations in Infinite Dimensions

Stochastic Equations in Infinite Dimensions

Da Prato, Giuseppe
Zabczyk, Jerzy

Hardcover

Series: Encyclopedia of Mathematics and Its Applications, Book 152

General MathematicsProbability & Statistics

ISBN10: 1107055849
ISBN13: 9781107055841
Publisher: Cambridge University Press
Published: Apr 17 2014
Pages: 512
Weight: 1.95
Height: 1.30 Width: 6.00 Depth: 9.30
Language: English
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.

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