Stochastic equations in infinite dimensions /

Stochastic equations in infinite dimensions /

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Bibliographic Details
Author / Creator:	Da Prato, Giuseppe, author.
Edition:	Second edition.
Imprint:	Cambridge, United Kingdom : Cambridge University Press, 2014.
Description:	xviii, 493 pages ; 24 cm.
Language:	English
Series:	Encyclopedia of mathematics and its applications ; 152 Encyclopedia of mathematics and its applications ; v. 152.
Subject:	Stochastic partial differential equations. Stochastic partial differential equations.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/10083312

Hidden Bibliographic Details
Other authors / contributors:	Zabczyk, Jerzy, author.
ISBN:	1107055849 (hardback) 9781107055841 (hardback)
Notes:	Includes bibliographical references (pages [446]-490) and index.
Summary:	"Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability measures 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 field and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations"--

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Call Number:	QA274.25.D4 2014
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