Stochastic Equations in Infinite Dimensions |
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| Author:
| Da Prato, Guiseppe
Zabczyk, Jerzy |
| Series title: | Encyclopedia of Mathematics and Its Applications Ser. |
| ISBN: | 978-0-511-66622-3 |
| Publication Date: | Mar 2010 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | USD $165.00 |
Book Description:
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The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Appendices gather background results from analysis that are otherwise hard to find under one roof. The book ends with a comprehensive bibliography that will contribute to its value for all working in stochastic differential equations.
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Appendices gather background results from analysis that are otherwise hard to find under one roof. The book ends with a comprehensive bibliography that will contribute to its value for all working in stochastic differential equations.