This book presents stochastic differential equations for random processes with values in Hilbert spaces. The first part of the text gives a self-contained introduction to modern semi-group and abstract distribution methods for solving the homogeneous (deterministic) Cauchy problem. In the second part, the author solves stochastic problems using semi-group and distribution methods as well as the methods of infinite-dimensional stochastic analysis. The book includes many examples involving generators of integrated, convoluted ...
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This book presents stochastic differential equations for random processes with values in Hilbert spaces. The first part of the text gives a self-contained introduction to modern semi-group and abstract distribution methods for solving the homogeneous (deterministic) Cauchy problem. In the second part, the author solves stochastic problems using semi-group and distribution methods as well as the methods of infinite-dimensional stochastic analysis. The book includes many examples involving generators of integrated, convoluted, and R -semi-groups.
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Add this copy of Stochastic Cauchy Problems in Infinite Dimensions: to cart. $201.85, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by CRC Press.
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Fine. Sewn binding. Cloth over boards. 286 p. Contains: Illustrations, black & white. Chapman & Hall/CRC Monographs and Research Notes in Mathemat. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
