Stochastic Equations in Infinite Dimensions - Rilegato

Da Prato, Guiseppe; Zabczyk, Jerzy

 
9780521385299: Stochastic Equations in Infinite Dimensions

Sinossi

The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces.

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Recensione

"...very fine...provides the first comprehensive synthesis of the semigroup approach to SPDE....The exposition is excellent and readable throughout, and should help bring the theory to a wider audience." Daniel L. Ocone, Stochastics and Stochastics Reports

"...this is an excellent book which covers a large part of stochastic evolution equations with clear proofs and a very interesting analysis of their properties...In my opinion this book will become an indispensable tool for everyone working on stochastic evolution equations and related areas." P. Kotelenez, Mathematical Reviews

Descrizione del libro

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.

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Altre edizioni note dello stesso titolo

9780521059800: Stochastic Equations in Infinite Dimensions

Edizione in evidenza

ISBN 10:  0521059801 ISBN 13:  9780521059800
Casa editrice: Cambridge University Press, 2008
Brossura