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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Titre de l'éditeur : Yosida Approximations of Stochastic Differential Equations in In
T.E. GOVINDAN
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EN SAVOIR PLUS
Résumé
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Détails
Prix :
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155,99 $
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Catégorie :
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Auteur :
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T.E. GOVINDAN
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Titre :
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
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Date de parution :
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novembre 2016
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Éditeur :
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LIVRES NUMÉRIQUES DIVERS
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Sujet :
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NUL DIVERS
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ISBN :
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9783319456843 (3319456849)
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Référence Renaud-Bray :
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2147637
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No de produit :
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2147637
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Droits numériques
Format :
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EPUB
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Disponibilité :
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Canada,
consultez la liste des pays autorisés.
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
De
GOVINDAN , T.E.
ANDORRE
ÉMIRATS ARABES UNIS
ARMÉNIE
ANTARCTIQUE
ARGENTINE
SAMOA AMÉRICAINES
AUTRICHE
AUSTRALIE
BOSNIE-HERZÉGOVINE
BARBADE
BELGIQUE
BULGARIE
BAHREÏN
BURUNDI
BERMUDES
BRUNÉI DARUSSALAM
BOLIVIE
BRÉSIL
BAHAMAS
BOUVET, ÎLE
BELIZE
Canada
SUISSE
COOK, ÎLES
CHILI
CHINE
COLOMBIE
COSTA RICA
CUBA
CHRISTMAS, ÎLE
CHYPRE
TCHÈQUE, RÉPUBLIQUE
ALLEMAGNE
DANEMARK
DOMINIQUE
DOMINICAINE, RÉPUBLIQUE
ALGÉRIE
ÉQUATEUR
ESTONIE
ÉGYPTE
ESPAGNE
FINLANDE
FALKLAND, ÎLES (MALVINAS)
FÉROÉ, ÎLES
FRANCE
GRENADE
GUYANE FRANÇAISE
GIBRALTAR
GROENLAND
GUADELOUPE
GRÈCE
GUATEMALA
GUYANA
HONG-KONG
HEARD, ÎLE ET MCDONALD, ÎLES
HONDURAS
CROATIE
HAÏTI
HONGRIE
INDONÉSIE
IRLANDE
ISRAËL
INDE
OCÉAN INDIEN, TERRITOIRE BRITANNIQUE DE
IRAN, RÉPUBLIQUE ISLAMIQUE D'
ISLANDE
ITALIE
JAMAÏQUE
JAPON
KENYA
KIRGHIZISTAN
CAMBODGE
COMORES
SAINT-KITTS-ET-NEVIS
CORÉE, RÉPUBLIQUE DE
CAÏMANES, ÎLES
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Gestion des droits numériques :
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Adobe DRM
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Entrepôt numérique :
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NUMILOG
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Nombre d'appareils autorisés :
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3
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Nombre de copier/coller :
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0
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Impression :
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0
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
,
GOVINDAN , T.E.
©
LIVRES NUMÉRIQUES DIVERS
2016
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