Stochastic Cauchy Problems in Infinite Dimensions

Generalized and Regularized Solutions

Nonfiction, Science & Nature, Mathematics, Functional Analysis, Differential Equations
Cover of the book Stochastic Cauchy Problems in Infinite Dimensions by Irina V. Melnikova, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Irina V. Melnikova ISBN: 9781315360263
Publisher: CRC Press Publication: September 3, 2018
Imprint: Chapman and Hall/CRC Language: English
Author: Irina V. Melnikova
ISBN: 9781315360263
Publisher: CRC Press
Publication: September 3, 2018
Imprint: Chapman and Hall/CRC
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from CRC Press

Cover of the book Productivity Theory for Industrial Engineering by Irina V. Melnikova
Cover of the book Vegetable Crop Science by Irina V. Melnikova
Cover of the book Peripheral Vascular Disease in Primary Care by Irina V. Melnikova
Cover of the book Getting to Standard Work in Health Care by Irina V. Melnikova
Cover of the book The Lipids of Human Milk by Irina V. Melnikova
Cover of the book Ethics and Governance in Project Management by Irina V. Melnikova
Cover of the book Growth Regulation and Carcinogenesis by Irina V. Melnikova
Cover of the book Management and Competition in the NHS by Irina V. Melnikova
Cover of the book Systems, Controls, Embedded Systems, Energy, and Machines by Irina V. Melnikova
Cover of the book Statistical Mechanics for Chemistry and Materials Science by Irina V. Melnikova
Cover of the book Conceptual Electromagnetics by Irina V. Melnikova
Cover of the book Building Knowledge, Constructing Histories, volume 2 by Irina V. Melnikova
Cover of the book Experimental Techniques and Design in Composite Materials by Irina V. Melnikova
Cover of the book Advances in Postharvest Fruit and Vegetable Technology by Irina V. Melnikova
Cover of the book Project and Program Turnaround by Irina V. Melnikova
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy