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

By Leszek Gawarecki and Vidyadhar Mandrekar

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3642266347
• ISBN13: 9783642266348
• Release Date: January 2013
• Publisher: Springer
• Length: 291 Pages
• Weight: 0.96 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"