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Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)

Leszek Gawarecki, Vidyadhar Mandrekar




[PDF.tj08] Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)

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 |  2010-11-29 |  2010-11-29 | File type: PDF

|| ||From the reviews:|“The text is complete, accurate and a very clear introduction to the topic. … the book is a very nice and clear introduction to major methods in the study of infinite-dimensional stochastic differential equations. The book is no

The 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 t...

You easily download any file type for your gadget.Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations (Probability and Its Applications)   |  Leszek Gawarecki, Vidyadhar Mandrekar. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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