Stochastic evolution equations : a Hilbert space approach
Author(s)
Bibliographic Information
Stochastic evolution equations : a Hilbert space approach
（Mathematical research = Mathematische Forschung, Bd. 85）
Akademie Verlag , VCH, c1995
1st ed
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Note
Includes bibliographical references
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"