Stochastic Cauchy Problems in Infinite Dimensions
eBook - ePub

Stochastic Cauchy Problems in Infinite Dimensions

Generalized and Regularized Solutions

  1. 286 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Stochastic Cauchy Problems in Infinite Dimensions

Generalized and Regularized Solutions

About this book

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with values in Hilbert spaces. Accessible to non-specialists, the book explores how modern semi-group and distribution methods relate to the methods of infinite-dimensional stochastic analysis. It also shows how the idea of regularization in a broad sense pervades all these methods and is useful for numerical realization and applications of the theory.

The book presents generalized solutions to the Cauchy problem in its initial form with white noise processes in spaces of distributions. It also covers the "classical" approach to stochastic problems involving the solution of corresponding integral equations. The first part of the text gives a self-contained introduction to modern semi-group and abstract distribution methods for solving the homogeneous (deterministic) Cauchy problem. In the second part, the author solves stochastic problems using semi-group and distribution methods as well as the methods of infinite-dimensional stochastic analysis.

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Yes, you can access Stochastic Cauchy Problems in Infinite Dimensions by Irina V. Melnikova in PDF and/or ePUB format, as well as other popular books in Mathematics & Differential Equations. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Title Page
  3. Copyright Page
  4. Dedication Page
  5. Contents
  6. Preface
  7. Introduction
  8. Symbol Description
  9. I Well-Posed and Ill-Posed Abstract Cauchy Problems: The Concept of Regularization
  10. II Infinite-Dimensional Stochastic Cauchy Problems
  11. Bibliography
  12. Index