{"product_id":"stochastic-equations-in-infinite-dimensions-152-encyclopedia-of-mathematics-and-its-applications-series-number-152-9781107055841","title":"Stochastic Equations in Infinite Dimensions 152 Encyclopedia of Mathematics and its Applications Series Number 152","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eNow in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003eReview of the first edition: 'The exposition is excellent and readable throughout, and should help bring the theory to a wider audience.' Daniel L. Ocone, Stochastics and Stochastic Reports\u003cbr\u003eReview of the first edition: '… a welcome contribution to the rather new area of infinite dimensional stochastic evolution equations, which is far from being complete, so it should provide both a useful background and motivation for further research.' Yuri Kifer, The Annals of Probability\u003cbr\u003eReview of the first edition: '… an excellent book which covers a large part of stochastic evolution equations with clear proofs and a very interesting analysis of their properties … In my opinion this book will become an indispensable tool for everybody working on stochastic evolution equations and related areas.' P. Kotelenez, American Mathematical Society\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface; Introduction; Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. Stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; 9. Markov property and Kolmogorov equation; 10. Absolute continuity and Girsanov theorem; 11. Large time behavior of solutions; 12. Small noise asymptotic; 13. Survey of specific equations; 14. Some recent developments; Appendix A. Linear deterministic equations; Appendix B. Some results on control theory; Appendix C. Nuclear and Hilbert–Schmidt operators; Appendix D. Dissipative mappings; Bibliography; Index.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":51768970281303,"sku":"9781107055841","price":125.48,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781107055841.jpg?v=1758719201","url":"https:\/\/bookcurl.com\/products\/stochastic-equations-in-infinite-dimensions-152-encyclopedia-of-mathematics-and-its-applications-series-number-152-9781107055841","provider":"Book Curl","version":"1.0","type":"link"}