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CRC Press Stochastic Cauchy Problems in Infinite Dimensions - Chapman & Hall

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Description

Stochastic Cauchy Problems in Infinite Dimensions by Chapman and Hall/CRC presents a comprehensive treatment of stochastic differential equations for random processes in Hilbert spaces. This monograph bridges modern semi-group theory and distribution methods with infinite-dimensional stochastic analysis, making advanced mathematical concepts accessible to non-specialists. The book explores regularization techniques across all methods, demonstrating their practical importance for numerical implementation and real-world applications. It covers generalized solutions to the Cauchy problem and examines how regularization strategies enhance both theoretical understanding and computational feasibility. Ideal for mathematicians, applied scientists, and graduate students seeking rigorous foundations in stochastic analysis and partial differential equations.

Key Features

Chapman and Hall/CRC monograph covering stochastic differential equations in Hilbert spaces with comprehensive theoretical foundations.

Explores connections between semi-group methods, distribution theory, and infinite-dimensional stochastic analysis for integrated understanding.

Presents regularization techniques applicable across multiple mathematical methods to improve numerical realisation and practical applications.

Addresses generalized solutions to Cauchy problems, providing alternative approaches beyond traditional solution frameworks.

Designed for accessibility to non-specialists whilst maintaining mathematical rigour and depth suitable for graduate-level study.

Part of the Chapman and Hall/CRC Monographs and Research Notes in Mathematics series, ensuring peer-reviewed quality.

Product Specifications

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

Barcode

No barcode data available

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