Search results for ""Author T. E. Govindan""
Springer TrotterKato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
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.
£109.99
