000			03170nam a22003738i 4500
001			CR9780511666223
003			UkCbUP
005			20200124160233.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			091217s1992||||enk o ||1 0|eng|d
020			_a9780511666223 (ebook)
020			_z9780521385299 (hardback)
020			_z9780521059800 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA274.25 _b.D4 1992
082	0	0	_a519.2 _220
100	1		_aDa Prato, Giuseppe, _eauthor.
245	1	0	_aStochastic equations in infinite dimensions / _cGiuseppe Da Prato, Jerzy Zabczyk.
264		1	_aCambridge : _bCambridge University Press, _c1992.
300			_a1 online resource (xviii, 454 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aEncyclopedia of mathematics and its applications ; _vvolume 45
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	0		_aLifts of diffusion processes -- Random variables -- Probability measures -- Stochastic processes -- The stochastic integral -- Existence and uniqueness -- Linear equations with additive noise -- Linear equations with multiplicative noise -- Existence and uniqueness for nonlinear equations -- Martingale solutions -- Properties of solutions -- Markov properties and kolmogorov equations -- Absolute continuity and Girsanov's theorem -- Large time nehaviour of solutions -- Small noise noise asymptotic -- A linear deterministic equations -- Some results on control theory -- Nuclear and Hilbert, Schimidt operators -- Dissipative mappings.
520			_aThe aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by Itô and Gikham that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first 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. The book ends with a comprehensive bibliography that will contribute to the book's value for all working in stochastic differential equations.
650		0	_aStochastic partial differential equations.
700	1		_aZabczyk, Jerzy, _eauthor.
776	0	8	_iPrint version: _z9780521385299
830		0	_aEncyclopedia of mathematics and its applications ; _vv. 45.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511666223
999			_c517827 _d517825