Stochastic Equations in Infinite Dimensions (Häftad)
avGuiseppe Da Prato, Jerzy Zabczyk
ISBN: 9780521059800 - UTGIVEN: 200802The 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 Ito and Gikham that occur, f[...]
Second Order Partial Differential Equations in Hilbert Spaces (Pocket)
avGiuseppe Da Prato, Jerzy Zabczyk, Giuseppe Da Prato
ISBN: 9780521777292 - UTGIVEN: 2002-08Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance [...]
Mathematical Control Theory (Pocket)
avJerzy Zabczyk
ISBN: 9780817647322 - UTGIVEN: 2007-10Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for n[...]
Stochastic Equations in Infinite Dimensions (Inbunden)
avGiuseppe Da Prato, Jerzy Zabczyk, Giuseppe Da Prato
ISBN: 9781107055841 - UTGIVEN: 2014-07Now 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 probabil[...]
