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Stochastic equations in infinite dim...

Da Prato, Giuseppe,

Stochastic equations in infinite dimensions /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic equations in infinite dimensions /Giuseppe Da Prato, Jerzy Zabczyk.
Author:	Da Prato, Giuseppe,
other author:	Zabczyk, Jerzy,
Published:	Cambridge, United Kingdom :Cambridge University Press,2014.
Description:	xviii, 493 p. ;24 cm.
Subject:	Stochastic partial differential equations.
Online resource:	http://assets.cambridge.org/97811070/55841/cover/9781107055841.jpg
ISBN:	1107055849

Stochastic equations in infinite dimensions /
Da Prato, Giuseppe,

Stochastic equations in infinite dimensions /Giuseppe Da Prato, Jerzy Zabczyk. - 2nd ed. - Cambridge, United Kingdom :Cambridge University Press,2014. - xviii, 493 p. ;24 cm. - Encyclopedia of mathematics and its applications ;152.

Includes bibliographical references (p. 446-490) and index.

"Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability measures on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions.Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the field and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations"--

ISBN: 1107055849

LCCN: 2013049903Subjects--Topical Terms:

199002
Stochastic partial differential equations.

LC Class. No.: QA274.25 / .D4 2014

Dewey Class. No.: 519.2/2

Stochastic equations in infinite dimensions /
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020 $a 1107055849
020 $a 9781107055841 : $c NT$3436
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050 0 0 $a QA274.25 $b .D4 2014
082 0 0 $a 519.2/2 $2 23
084 $a MAT007000 $2 bisacsh
100 1 $a Da Prato, Giuseppe, $e author. $3 736409
245 1 0 $a Stochastic equations in infinite dimensions / $c Giuseppe Da Prato, Jerzy Zabczyk.
250 $a 2nd ed.
260 $a Cambridge, United Kingdom : $b Cambridge University Press, $c 2014.
300 $a xviii, 493 p. ; $c 24 cm.
490 0 $a Encyclopedia of mathematics and its applications ; $v 152
504 $a Includes bibliographical references (p. 446-490) and index.
520 $a "Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability measures on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions.Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the field and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations"-- $c Provided by publisher.
650 0 $a Stochastic partial differential equations. $3 199002
700 1 $a Zabczyk, Jerzy, $e author. $3 736410
856 4 2 $3 Cover image $u http://assets.cambridge.org/97811070/55841/cover/9781107055841.jpg