Stochastic equations in infinite dimensions [E-Book] / Giuseppe Da Prato, Jerzy Zabczyk.
Da Prato, Giuseppe, (author)
Zabczyk, Jerzy, (author)
Cambridge : Cambridge University Press, 1992
1 online resource (xviii, 454 pages)
englisch
9780521059800
9780511666223
9780521385299
Encyclopedia of mathematics and its applications ; volume 45
Full Text
Table of Contents:
  • Lifts of diffusion processes
  • Random variables
  • Probability measures
  • Stochastic processes
  • The stochastic integral
  • Existence and uniqueness
  • Linear equations with additive noise
  • Linear equations with multiplicative noise
  • Existence and uniqueness for nonlinear equations
  • Martingale solutions
  • Properties of solutions
  • Markov properties and kolmogorov equations
  • Absolute continuity and Girsanov's theorem
  • Large time nehaviour of solutions
  • Small noise noise asymptotic
  • A linear deterministic equations
  • Some results on control theory
  • Nuclear and Hilbert, Schimidt operators
  • Dissipative mappings.