Leszek Gawarecki's Books

Stochastic Differential Equations in Infinite Dimensions

with Applications to Stochastic Partial Differential Equations

By: Leszek Gawarecki,Vidyadhar Mandrekar

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Stochastic Differential Equations in Infinite Dimensions

with Applications to Stochastic Partial Differential Equations

By: Leszek Gawarecki,Vidyadhar Mandrekar

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.

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Page Count

300

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3642161944

ISBN 13

9783642161940

Stochastic Analysis for Gaussian Random Processes and Fields

With Applications

By: Vidyadhar S. Mandrekar,Leszek Gawarecki

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Stochastic Analysis for Gaussian Random Processes and Fields

With Applications

By: Vidyadhar S. Mandrekar,Leszek Gawarecki

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS

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Page Count

200

Publisher

CRC Press

Published Date

ISBN 10

1498707823

ISBN 13

9781498707824

Stochastic Differential Equations in Infinite Dimensions

with Applications to Stochastic Partial Differential Equations

By: Leszek Gawarecki,Vidyadhar Mandrekar

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Stochastic Differential Equations in Infinite Dimensions

with Applications to Stochastic Partial Differential Equations

By: Leszek Gawarecki,Vidyadhar Mandrekar

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

300

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3642161944

ISBN 13

9783642161940

Book's by Leszek Gawarecki

Stochastic Differential Equations in Infinite Dimensions

Stochastic Differential Equations in Infinite Dimensions

Stochastic Analysis for Gaussian Random Processes and Fields

Stochastic Analysis for Gaussian Random Processes and Fields

Stochastic Differential Equations in Infinite Dimensions

Stochastic Differential Equations in Infinite Dimensions

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