Click Here to Download: https://ouo.io/iL3qq0 Stochastic Cauchy Problems in Infinite Dimensions Generalized and Regularized Solutions By: Irina V. Melnikova Publisher: Chapman and Hall/CRC Print ISBN: 9781482210507, 1482210509 eText ISBN: 9781482210514, 1482210517 Edition: 1st Copyright year: 2016 Format: PDF Available from $ 23.18 USD SKU 9781482210514R90 Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with values in Hilbert spaces. Accessible to non-specialists, the book explores how modern semi-group and distribution methods relate to the methods of infinite-dimensional stochastic analysis. It also shows how the idea of regularization in a broad sense pervades all these methods and is useful for numerical realization and applications of the theory. The book presents generalized solutions to the Cauchy problem in its initial form with white noise processes in spaces of distributions. It also covers the classical approach to stochastic problems involving the solution of corresponding integral equations. The first part of the text gives a self-contained introduction to modern semi-group and abstract distribution methods for solving the homogeneous (deterministic) Cauchy problem. In the second part, the author solves stochastic problems using semi-group and distribution methods as well as the methods of infinite-dimensional stochastic analysis. Additional ISBNs 9781315372631, 1315372630
