000 | 03609nam a22005295i 4500 | ||
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001 | 978-3-642-16194-0 | ||
003 | DE-He213 | ||
005 | 20140220083748.0 | ||
007 | cr nn 008mamaa | ||
008 | 101127s2011 gw | s |||| 0|eng d | ||
020 |
_a9783642161940 _9978-3-642-16194-0 |
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024 | 7 |
_a10.1007/978-3-642-16194-0 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aGawarecki, Leszek. _eauthor. |
|
245 | 1 | 0 |
_aStochastic Differential Equations in Infinite Dimensions _h[electronic resource] : _bwith Applications to Stochastic Partial Differential Equations / _cby Leszek Gawarecki, Vidyadhar Mandrekar. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011. |
|
300 |
_aXVI, 292 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aProbability and Its Applications, _x1431-7028 |
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505 | 0 | _aPreface -- 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. | |
520 | _aThe systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aDifferential equations, partial. | |
650 | 0 | _aFinance. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aPartial Differential Equations. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aApplications of Mathematics. |
700 | 1 |
_aMandrekar, Vidyadhar. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642161933 |
830 | 0 |
_aProbability and Its Applications, _x1431-7028 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-16194-0 |
912 | _aZDB-2-SMA | ||
999 |
_c107126 _d107126 |