Stochastic equations in infinite dim...
Da Prato, Giuseppe.

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  • Stochastic equations in infinite dimensions
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic equations in infinite dimensions/ Giuseppe Da Prato, Jerzy Zabczyk.
    作者: Da Prato, Giuseppe.
    其他作者: Zabczyk, Jerzy.
    出版者: Cambridge :Cambridge University Press, : 2014.,
    面頁冊數: xviii, 493 p. :ill., digital ;24 cm.
    內容註: Introduction: motivating examples -- Part One: Foundations -- Random variables -- Probability measures -- Stochastic processes -- The stochastic integral -- Part Two: Existence and uniqueness -- Linear equations with additive noise -- Linear equations with multiplicative noise -- Existence and uniqueness for nonlinear equations -- Martingale solutions -- Part Three: Properties of solutions -- Markov property and Kolmogorov equation -- Absolute continuity and the Girsanov theorem -- Large time behavior of solutions -- Small noise asymptotic behavior -- Survey of specific equations -- Some recent developments.
    標題: Stochastic partial differential equations. -
    電子資源: https://doi.org/10.1017/CBO9781107295513
    ISBN: 9781107295513
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W9372831 電子資源 11.線上閱覽_V 電子書 EB QA274.25 .D4 2014 一般使用(Normal) 在架 0
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