Yosida approximations of stochastic differential equations in infinite dimensions and applications / T. E. Govindan |
Autore | Govindan, Trivellore E. |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115489 |
Govindan, Trivellore E. | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Yosida approximations of stochastic differential equations in infinite dimensions and applications / T. E. Govindan |
Autore | Govindan, Trivellore E. |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIX, 407 p. : ill. ; 24 cm |
Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
37L55 - Infinite-dimensional random dynamical systems; stochastic equations [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] 60H20 - Stochastic integral equations [MSC 2020] 60H25 - Random operators and equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 93D09 - Robust stability [MSC 2020] 93D20 - Asymptotic stability in control theory [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] 93E20 - Optimal stochastic control [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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00115489 |
Govindan, Trivellore E. | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|