Title: Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
Abstract: Preface.- Part I: Stochastic Differential Equations in Infinite Dimensions.- 1.Partial Differential Equations as Equations in Infinite.- 2.Stochastic Calculus.- 3.Stochastic Differential Equations.- 4.Solutions by Variational Method.- 5.Stochastic Differential Equations with Discontinuous Drift.- Part II: Stability, Boundedness, and Invariant Measures.- 6.Stability Theory for Strong and Mild Solutions.- 7.Ultimate Boundedness and Invariant Measure.- References.- Index.
Publication Year: 2011
Publication Date: 2011-04-08
Language: en
Type: book
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Cited By Count: 138
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