無限次元の確率微分方程式
Stochastic Differential Equations in Infinite Dimensions
With Applications to Stochastic Partial Differential Equations
Probability and its Applications
Gawarecki, L.
Mandrekar, V.
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This book offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.