Stochastic differential equations in infinite dimensions: with applications to stochastic partial differential equations / Leszek Gawarecki and V Mandrekar.

By:

Gawarecki, Leszek

Contributor(s):

Material type: Text

TextSeries: Probability and its applicationsPublication details: Heidelberg; New York: Springer, c2011.Description: xvi, 291 p.; 24 cmISBN:

9783642161933:
3642161936

DDC classification:

519.2 GAW

Contents:

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.

Abstract: This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Bangalore	519.2 GAW (Browse shelf(Opens below))	Available		IIMB-78989

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This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.

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