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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)
Resource Information
The item Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 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 nonspecialists in stochastic processes.
 Language
 eng
 Extent
 XIX, 407 p.
 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 HilbertSchmidt 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
 Isbn
 9783319456843
 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
 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 nonspecialists in stochastic processes.
 http://library.link/vocab/creatorName
 Govindan, T. E
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 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)
 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 HilbertSchmidt 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
 10.1007/9783319456843
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9783319456843
 Label
 Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, by T. E. Govindan, (electronic resource)
 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 HilbertSchmidt 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
 10.1007/9783319456843
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (DEHe213)9783319456843
Subject
 Control
 Control engineering
 Control engineering
 Electronic resources
 Mathematics
 Mathematics
 Partial Differential Equations
 Partial Differential Equations
 Partial differential equations
 Partial differential equations
 Probabilities
 Probabilities
 Probability Theory and Stochastic Processes
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