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Book Synopsis

1 Introduction and Motivating Examples.- 2 Mathematical Machinery.- 3 Trotter-Kato Approximations of Stochastic Differential Equations.- 4 Trotter-Kato Approximations of Stochastic Differential Equations in UMD Banach Spaces.- 6 Applications to Stochastic Optimal Control.- Appendix A: Nuclear and Hilbert-Schmidt Operators.- Appendix B: Convergence of Analytic Semigroups.- Appendix C: The Pettis Measurability Theorem.- Appendix D: R-Boundedness and ?-Boundedness.- Appendix E: The Feynman-Kac Formula.- Bibliographical Notes and Remarks.- Bibliography.

TrotterKato Approximations of Stochastic

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    A Hardback by T. E. Govindan

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      Publisher: Springer
      Publication Date: 7/2/2024
      ISBN13: 9783031427909, 978-3031427909
      ISBN10: 3031427904

      Description

      Book Synopsis

      1 Introduction and Motivating Examples.- 2 Mathematical Machinery.- 3 Trotter-Kato Approximations of Stochastic Differential Equations.- 4 Trotter-Kato Approximations of Stochastic Differential Equations in UMD Banach Spaces.- 6 Applications to Stochastic Optimal Control.- Appendix A: Nuclear and Hilbert-Schmidt Operators.- Appendix B: Convergence of Analytic Semigroups.- Appendix C: The Pettis Measurability Theorem.- Appendix D: R-Boundedness and ?-Boundedness.- Appendix E: The Feynman-Kac Formula.- Bibliographical Notes and Remarks.- Bibliography.

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