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Stochastic Equations in Infinite Dimensions, Hardcover by Da Prato, Giuseppe;...
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- Compralo SubitoStochastic Equations in Infinite Dimensions, Hardcover by Da Prato, Giuseppe;...
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Numero oggetto eBay:388664652425
Specifiche dell'oggetto
- Condizione
- Book Title
- Stochastic Equations in Infinite Dimensions
- ISBN
- 9781107055841
Informazioni su questo prodotto
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
1107055849
ISBN-13
9781107055841
eBay Product ID (ePID)
171800651
Product Key Features
Number of Pages
512 Pages
Language
English
Publication Name
Stochastic Equations in Infinite Dimensions
Publication Year
2014
Subject
Differential Equations / General, Probability & Statistics / Stochastic Processes
Features
Revised
Type
Textbook
Subject Area
Mathematics
Series
Encyclopedia of Mathematics and Its Applications Ser.
Format
Hardcover
Dimensions
Item Height
1.3 in
Item Weight
31.7 Oz
Item Length
9.3 in
Item Width
6 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2013-049903
Dewey Edition
20
Reviews
Review of the first edition: '… 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 everybody working on stochastic evolution equations and related areas.' P. Kotelenez, American Mathematical Society, Review of the first edition: '… a welcome contribution to the rather new area of infinite dimensional stochastic evolution equations, which is far from being complete, so it should provide both a useful background and motivation for further research.' Yuri Kifer, The Annals of Probability, Review of the first edition: 'The exposition is excellent and readable throughout, and should help bring the theory to a wider audience.' Daniel L. Ocone, Stochastics and Stochastic Reports, Review of the first edition: '... a welcome contribution to the rather new area of infinite dimensional stochastic evolution equations, which is far from being complete, so it should provide both a useful background and motivation for further research.' Yuri Kifer, The Annals of Probability, Review of the first edition: '... 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 everybody working on stochastic evolution equations and related areas.' P. Kotelenez, American Mathematical Society
Series Volume Number
Series Number 152
Illustrated
Yes
Dewey Decimal
519.2
Edition Description
Revised edition
Table Of Content
Preface; Introduction; Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. Stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; 9. Markov property and Kolmogorov equation; 10. Absolute continuity and Girsanov theorem; 11. Large time behavior of solutions; 12. Small noise asymptotic; 13. Survey of specific equations; 14. Some recent developments; Appendix A. Linear deterministic equations; Appendix B. Some results on control theory; Appendix C. Nuclear and Hilbert-Schmidt operators; Appendix D. Dissipative mappings; Bibliography; Index.
Synopsis
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure 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 area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations., Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.
LC Classification Number
QA274.25 .D4 2014
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- n***m (109)- Feedback lasciato dall'acquirente.Mese scorsoAcquisto verificatoGood price for the book. Shipping was slow. Messaged the seller a week after I ordered it to see when they were going to ship it. They responded immediately and said it would be shipped out soon. Got it about a week later. Book did arrive in the date range that they provided though  Minimal packaging. Book is Shrink wrapped and only wrapped in thin plastic. No bubble wrap. Book is in good shape though. 
- l***1 (1491)- Feedback lasciato dall'acquirente.Ultimo annoAcquisto verificatoGreat seller; book exactly as described in mint condition sold at a reasonable price; seller shipped item FAST, FREE and with tracking information, a must nowadays; seller shipped in tight, cardboard mailing envelope, which tightly fit over the book, preventing damage in shipment; good communication too; rate seller 10+++++Cuentos de La Habana Elegante, Brand New, Free shipping in the US (N° 364594098367)