Yosida approximations of stochastic differential equations in infinite dimensions and applications / T. E. Govindan

• Autore: Govindan, Trivellore E.
• Pubblicazione: [Cham], : Springer, 2016
• Titolo uniforme: Yosida approximations of stochastic differential equations in infinite dimensions and applications
• Descrizione fisica: XIX, 407 p. : ill. ; 24 cm
• Soggetto topico: 93E20 - Optimal stochastic control [MSC 2020]; 60H05 - Stochastic integrals [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]; 93D09 - Robust stability [MSC 2020]; 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]; 93E15 - Stochastic stability in control theory [MSC 2020]; 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]; 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020]; 60H25 - Random operators and equations (aspects of stochastic analysis) [MSC 2020]; 93E03 - Stochastic systems in control theory (general) [MSC 2020]; 93D20 - Asymptotic stability in control theory [MSC 2020]; 60H20 - Stochastic integral equations [MSC 2020]
• Soggetto non controllato: Existence and uniqueness of solutions; McKean-Vlasov evolution equations; Mild and strong solutions; Partial differential equations; Stochastic differential equations in infinite dimensions; Weak convergence of induced probability measures; Yosida approximations
• Titolo autorizzato: Yosida approximations of stochastic differential equations in infinite dimensions and applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0115489
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-45684-3
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer ; 79