Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

Nonfiction, Science & Nature, Mathematics, Differential Equations, Statistics
Cover of the book Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications by T. E.  Govindan, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: T. E. Govindan ISBN: 9783319456843
Publisher: Springer International Publishing Publication: November 11, 2016
Imprint: Springer Language: English
Author: T. E. Govindan
ISBN: 9783319456843
Publisher: Springer International Publishing
Publication: November 11, 2016
Imprint: Springer
Language: English

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.

The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.

This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.  

 

 

 

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

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.

The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.

This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.  

 

 

 

More books from Springer International Publishing

Cover of the book International Multidisciplinary Microscopy Congress by T. E.  Govindan
Cover of the book The Autonomous Child by T. E.  Govindan
Cover of the book Lean Education: An Overview of Current Issues by T. E.  Govindan
Cover of the book Tercentenary Essays on the Philosophy and Science of Leibniz by T. E.  Govindan
Cover of the book Natural Antimicrobial Agents by T. E.  Govindan
Cover of the book Wilhelm Ostwald by T. E.  Govindan
Cover of the book Computer Aided Verification by T. E.  Govindan
Cover of the book Atlas of Endoscopic Major Pulmonary Resections by T. E.  Govindan
Cover of the book Left Septal Fascicular Block by T. E.  Govindan
Cover of the book Polysaccharide-based Fibers and Composites by T. E.  Govindan
Cover of the book Landslide Science for a Safer Geoenvironment by T. E.  Govindan
Cover of the book The Business of Geriatrics by T. E.  Govindan
Cover of the book Computer Safety, Reliability, and Security by T. E.  Govindan
Cover of the book Stereoselective Heterocycle Synthesis via Alkene Difunctionalization by T. E.  Govindan
Cover of the book Numerical Analysis and Optimization by T. E.  Govindan
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