The Resource Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource)

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource)

Label
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Title
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Statement of responsibility
by T. E. Govindan
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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.
Member of
http://library.link/vocab/creatorName
Govindan, T. E
Image bit depth
0
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
Series statement
Probability Theory and Stochastic Modelling,
Series volume
79
http://library.link/vocab/subjectName
  • Mathematics
  • Partial differential equations
  • Probabilities
  • Control engineering
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Partial Differential Equations
  • Control
Label
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- Notations and Abbreviations -- Introduction and Motivating Examples -- Mathematical machinery -- Yosida Approximations of Stochastic Differential Equations -- Yosida Approximations of Stochastic Differential Equations with Jumps -- Applications to Stochastic Stability -- Applications to Stochastic Optimal Control -- Appendix A: Nuclear and Hilbert-Schmidt Operators -- Appendix B: Multivalued Maps -- Appendix C: Maximal Monotone Operators -- Appendix D: The Duality Mapping -- Appendix E: Random Multivalued Operators -- Bibliographical Notes and Remarks -- Bibliography
Dimensions
unknown
Extent
XIX, 407 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783319456843
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-45684-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-45684-3
Label
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- Notations and Abbreviations -- Introduction and Motivating Examples -- Mathematical machinery -- Yosida Approximations of Stochastic Differential Equations -- Yosida Approximations of Stochastic Differential Equations with Jumps -- Applications to Stochastic Stability -- Applications to Stochastic Optimal Control -- Appendix A: Nuclear and Hilbert-Schmidt Operators -- Appendix B: Multivalued Maps -- Appendix C: Maximal Monotone Operators -- Appendix D: The Duality Mapping -- Appendix E: Random Multivalued Operators -- Bibliographical Notes and Remarks -- Bibliography
Dimensions
unknown
Extent
XIX, 407 p.
File format
multiple file formats
Form of item
electronic
Isbn
9783319456843
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-45684-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-45684-3

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