TY  - BOOK
AU  - Gawarecki,Leszek
AU  - Mandrekar,Vidyadhar
AU  - Asmussen,S.
AU  - Gani,J.
AU  - Jagers,P.
AU  - Kurtz,T.G.
TI  - Stochastic differential equations in infinite dimensions: with applications to stochastic partial differential equations 
T2  - Probability and its applications
SN  - 9783642161933:
U1  - 519.2 
PY  - 2011///
CY  - Heidelberg, New York
PB  - Springer
N1  - 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
N2  - 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
ER  -