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CRC Press Stochastic Cauchy Problems in Infinite Dimensions

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Description

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions provides a deep look into stochastic differential equations for random processes within Hilbert spaces. Published by CRC Press as part of the Chapman & Hall/CRC Monographs and Research Notes in Mathematics series, this book serves as a bridge between modern semi-group and distribution methods and the field of infinite-dimensional stochastic analysis. Readers will find a text that is accessible to non-specialists while maintaining the mathematical rigor required for advanced study. The content explores how regularization serves as a fundamental concept across various methods, aiding in both numerical realization and practical applications of the theory. By presenting generalized solutions to the Cauchy problem in its initial form with white noise, this work offers a clear pathway for understanding complex mathematical frameworks in infinite dimensions.

Key Features

Explores stochastic differential equations for random processes with values in Hilbert spaces.

Provides an accessible approach for non-specialists to understand modern semi-group and distribution methods.

Connects infinite-dimensional stochastic analysis with established mathematical techniques.

Demonstrates how regularization methods assist in numerical realization and theory applications.

Presents generalized solutions to the Cauchy problem regarding its initial form with white noise.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
17 February 2016
Listed Since
08 January 2014

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