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Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
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Authors: N.V. Krylov
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Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differenti
Stochastic Optimal Control in Infinite Dimension
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Authors: Giorgio Fabbri
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Type: BOOK - Published: 2017-06-22 - Publisher: Springer

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Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in
Stochastic Equations in Infinite Dimensions
Language: en
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Authors: Da Prato Guiseppe
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Type: BOOK - Published: 2013-11-21 - Publisher:

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The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typical
Stochastic Cauchy Problems in Infinite Dimensions
Language: en
Pages: 281
Authors: Irina V. Melnikova
Categories: Mathematics
Type: BOOK - Published: 2018-09-03 - Publisher: CRC Press

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Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with va
Stochastic Partial Differential Equations
Language: en
Pages: 333
Authors: Pao-Liu Chow
Categories: Mathematics
Type: BOOK - Published: 2014-12-10 - Publisher: CRC Press

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Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in