Stochastic evolution equations : a Hilbert space approach

書誌事項

Stochastic evolution equations : a Hilbert space approach

Wilfried Grecksch, Constantin Tudor

(Mathematical research = Mathematische Forschung, Bd. 85)

Akademie Verlag , VCH, c1995

1st ed

大学図書館所蔵 件 / 15

この図書・雑誌をさがす

注記

Includes bibliographical references

内容説明・目次

内容説明

Stochastic partial differential equations are studied in this text, using the infinite dimensional stochastic analysis, the theory of evolution operators and rigged Hilbert spaces. The authors also consider existence and uniqueness theorems as well as the possibilities of the approximation.

目次

  • Measurability and integrability in Hilbert spaces
  • stochatic integrals in Hilbert spaces
  • stochastic convolutions
  • solutions of stochastic evolution equations - semigroups and evolution operator case, equations in rigged Hilbert spaces
  • approximation of stochastic evolution equations
  • examples in physics.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

ページトップへ