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Stochastic Differential Equations in Infinite Dimensions (Record no. 23747)

000 -LEADER
fixed length control field 03430nam a22004815i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151456.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 101127s2011 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783642161940
978-3-642-16194-0
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg,
-- 2011.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Gawarecki, Leszek.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Stochastic Differential Equations in Infinite Dimensions
Medium [electronic resource] :
Remainder of title with Applications to Stochastic Partial Differential Equations /
Statement of responsibility, etc by Leszek Gawarecki, Vidyadhar Mandrekar.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 292 p.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Probability and Its Applications,
International Standard Serial Number 1431-7028
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1.Partial Differential Equations as Equations in Infinite -- 2.Stochastic Calculus -- 3.Stochastic Differential Equations -- 4.Solutions by Variational Method -- 5.Stochastic Differential Equations with Discontinuous Drift -- Part II: Stability, Boundedness, and Invariant Measures -- 6.Stability Theory for Strong and Mild Solutions -- 7.Ultimate Boundedness and Invariant Measure -- References -- Index.
520 ## - SUMMARY, ETC.
Summary, etc The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Differential equations, partial.
Topical term or geographic name as entry element Finance.
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Partial Differential Equations.
Topical term or geographic name as entry element Quantitative Finance.
Topical term or geographic name as entry element Applications of Mathematics.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Mandrekar, Vidyadhar.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783642161933
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-642-16194-0
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-10AUM Main Library2014-04-10 2014-04-10 E-Book   AUM Main Library519.2
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