Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

"This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces."--Provided by publisher.

שנה

2016

שפה

English

הוצאה

Springer

מהדורות

4

עמודים

426

ISBN

9783319456829

מקור הנתונים: Wikidata