Stochastic Cauchy Problems in Infinite Dimensions

Name: Stochastic Cauchy Problems in Infinite Dimensions
Brand: Apple Academic Press Inc.
SKU: 9781482210507
Price: 241.81 EUR
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Автор: Irina V. Melnikova

Език:

Корици: С твърди корици

Издател: Apple Academic Press Inc.

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241.81 € 472.94 лв

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents st...

Информация за книгата

Автор

Irina V. Melnikova

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2016

страници

286

EAN

9781482210507

ISBN

9781482210507

Enbook ID

10040331

Издател

Apple Academic Press Inc.

Теглоt

574

Размери

236 x 159 x 23

Пълно описание

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with values in Hilbert spaces. Accessible to non-specialists, the book explores how modern semi-group and distribution methods relate to the methods of infinite-dimensional stochastic analysis. It also shows how the idea of regularization in a broad sense pervades all these methods and is useful for numerical realization and applications of the theory.

The book presents generalized solutions to the Cauchy problem in its initial form with white noise processes in spaces of distributions. It also covers the "classical" approach to stochastic problems involving the solution of corresponding integral equations. The first part of the text gives a self-contained introduction to modern semi-group and abstract distribution methods for solving the homogeneous (deterministic) Cauchy problem. In the second part, the author solves stochastic problems using semi-group and distribution methods as well as the methods of infinite-dimensional stochastic analysis.

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Stochastic Cauchy Problems in Infinite Dimensions

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