{"product_id":"stochastic-equations-in-infinite-dimensions-hardback-9781107055841","title":"Stochastic Equations in Infinite Dimensions (Hardback) 9781107055841","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStochastic Equations in Infinite Dimensions\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eUpdates in this second edition include two brand new chapters and an even more comprehensive bibliography.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eGiuseppe Da Prato (Author), Jerzy Zabczyk (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781107055841, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 17 April 2014\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e512 pages\u003cbr\u003e23.6 x 15.2 x 3.3 cm, 0.9 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\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\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\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. In the first part the authors give a self-contained exposition of the basic properties of probability measure 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 area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e Introduction\u003cbr\u003e Part I. Foundations: 1. Random variables\u003cbr\u003e 2. Probability measures\u003cbr\u003e 3. Stochastic processes\u003cbr\u003e 4. Stochastic integral\u003cbr\u003e Part II. Existence and Uniqueness: 5. Linear equations with additive noise\u003cbr\u003e 6. Linear equations with multiplicative noise\u003cbr\u003e 7. Existence and uniqueness for nonlinear equations\u003cbr\u003e 8. Martingale solutions\u003cbr\u003e 9. Markov property and Kolmogorov equation\u003cbr\u003e 10. Absolute continuity and Girsanov theorem\u003cbr\u003e 11. Large time behavior of solutions\u003cbr\u003e 12. Small noise asymptotic\u003cbr\u003e 13. Survey of specific equations\u003cbr\u003e 14. Some recent developments\u003cbr\u003e Appendix A. Linear deterministic equations\u003cbr\u003e Appendix B. Some results on control theory\u003cbr\u003e Appendix C. Nuclear and Hilbert–Schmidt operators\u003cbr\u003e Appendix D. Dissipative mappings\u003cbr\u003e Bibliography\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e], Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e], Differential calculus \u0026amp; equations [\u003ca title=\"See our other books on Differential calculus \u0026amp; equations\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Differential%20calculus%20\u0026amp;%20equations%20%5BPBKJ%5D%22\"\u003ePBKJ\u003c\/a\u003e], Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46003056247064,"sku":"9781107055841","price":107.47,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781107055841i_b82bb9ac-783c-401e-b433-f1962ad37b8d.jpg?v=1691361654","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/stochastic-equations-in-infinite-dimensions-hardback-9781107055841","provider":"Freshly Printed Books","version":"1.0","type":"link"}