Stability of Infinite Dimensional Stochastic Differential Equations with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stability of Infinite Dimensional Stochastic Differential Equations with Applications write by Kai Liu. This book was released on 2005-08-23. Stability of Infinite Dimensional Stochastic Differential Equations with Applications available in PDF, EPUB and Kindle. Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ
Stochastic Differential Equations in Infinite Dimensions
Stochastic Differential Equations in Infinite Dimensions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Differential Equations in Infinite Dimensions write by Leszek Gawarecki. This book was released on 2010-11-29. Stochastic Differential Equations in Infinite Dimensions available in PDF, EPUB and Kindle. The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications write by T. E. Govindan. This book was released on 2016-11-11. Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications available in PDF, EPUB and Kindle. 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.
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces write by Kiyosi Ito. This book was released on 1984-01-01. Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces available in PDF, EPUB and Kindle. A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics write by Wilfried Grecksch. This book was released on 2020-04-22. Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics available in PDF, EPUB and Kindle. This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
