Stochastic evolution equations: a Hilbert space approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Berlin
Akad.-Verl.
1995
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Mathematical research
85 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 169 - 178 |
| Beschreibung: | 178 S. |
| ISBN: | 3055016971 |
Internformat
MARC
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| 100 | 1 | |a Grecksch, Wilfried |d 1948- |e Verfasser |0 (DE-588)108923037 |4 aut | |
| 245 | 1 | 0 | |a Stochastic evolution equations |b a Hilbert space approach |c Wilfried Grecksch ; Constantin Tudor |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Berlin |b Akad.-Verl. |c 1995 | |
| 300 | |a 178 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Mathematical research |v 85 | |
| 500 | |a Literaturverz. S. 169 - 178 | ||
| 650 | 4 | |a Hilbert space | |
| 650 | 4 | |a Stochastic partial differential equations | |
| 650 | 0 | 7 | |a Evolutionsgleichung |0 (DE-588)4129061-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Hilbert-Raum |0 (DE-588)4159850-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-006778988 | ||
Datensatz im Suchindex
| _version_ | 1804124607140069376 |
|---|---|
| adam_text | Contents
Introduction 9
1 Elements of Infinite Dimensional Analysis 11
1.1 Measurability and Integrability in Hilbert Spaces 11
1.1.1 Hilbert Schmidt and Nuclear Operators 11
1.1.2 Bochner s Integral 16
1.1.3 Infinite Dimensional Random Variables 21
1.2 Martingales with Values in Hilbert Spaces 24
1.3 Stochastic Integrals with Respect to Continuous Hilbert 29
Space valued Martingales
1.3.1 The Isometric Stochastic Integral 29
1.3.2 Stochastic Fubini s Theorem and Ito s Formula 36
1.4 Stochastic Convolutions 43
1.4.1 C Semigroups and Evolution Operators 43
1.4.2 The Kotelenez Submartingale Type Inequality and the 48
Integration by Parts for Stochastic Convolutions
1.4.3 Convergence of Stochastic Convolutions 59
8 Contents
2 Stochastic Evolution Equations 63
2.1 Solutions of Stochastic Evolution Equations (SEE) 63
2.1.1 Solutions of SEE: Semigroup Case 64
2.1.2 Solutions of SEE: Evolution Case 69
2.2 Existence and Uniqueness of Strong Solutions 73
2.3 Existence and Uniqueness of Evolution Solutions 87
2.4 SEE in Rigged Hilbert Spaces 103
2.5 Some Examples of SEE in Physics 116
3 Approximation of Special Stochastic Evolution Equations 132
3.1 An Elliptic Approximation 133
3.2 Approximation by Equations with Values in a Single 146
Hilbert Space
3.3 Stochastic Evolution Equations with Small Noise and Small 153
Nonlinearities
3.4 Parabolic and Elliptic Regularization of Hyperbolic 156
Ito Equations
3.5 Approximation of a Stochastic Evolution Equation in Physics 162
Bibliography 169
|
| any_adam_object | 1 |
| author | Grecksch, Wilfried 1948- Tudor, Constantin |
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| author_variant | w g wg c t ct |
| building | Verbundindex |
| bvnumber | BV010200646 |
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| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| classification_tum | MAT 463f MAT 606f |
| ctrlnum | (OCoLC)33012973 (DE-599)BVBBV010200646 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. ed. |
| format | Book |
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| id | DE-604.BV010200646 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:48:21Z |
| institution | BVB |
| isbn | 3055016971 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006778988 |
| oclc_num | 33012973 |
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| physical | 178 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Akad.-Verl. |
| record_format | marc |
| series | Mathematical research |
| series2 | Mathematical research |
| spelling | Grecksch, Wilfried 1948- Verfasser (DE-588)108923037 aut Stochastic evolution equations a Hilbert space approach Wilfried Grecksch ; Constantin Tudor 1. ed. Berlin Akad.-Verl. 1995 178 S. txt rdacontent n rdamedia nc rdacarrier Mathematical research 85 Literaturverz. S. 169 - 178 Hilbert space Stochastic partial differential equations Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Hilbert-Raum (DE-588)4159850-7 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Evolutionsgleichung (DE-588)4129061-6 s Stochastische Differentialgleichung (DE-588)4057621-8 s Hilbert-Raum (DE-588)4159850-7 s DE-604 Tudor, Constantin Verfasser aut Mathematical research 85 (DE-604)BV000008585 85 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006778988&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Grecksch, Wilfried 1948- Tudor, Constantin Stochastic evolution equations a Hilbert space approach Mathematical research Hilbert space Stochastic partial differential equations Evolutionsgleichung (DE-588)4129061-6 gnd Hilbert-Raum (DE-588)4159850-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4129061-6 (DE-588)4159850-7 (DE-588)4057621-8 |
| title | Stochastic evolution equations a Hilbert space approach |
| title_auth | Stochastic evolution equations a Hilbert space approach |
| title_exact_search | Stochastic evolution equations a Hilbert space approach |
| title_full | Stochastic evolution equations a Hilbert space approach Wilfried Grecksch ; Constantin Tudor |
| title_fullStr | Stochastic evolution equations a Hilbert space approach Wilfried Grecksch ; Constantin Tudor |
| title_full_unstemmed | Stochastic evolution equations a Hilbert space approach Wilfried Grecksch ; Constantin Tudor |
| title_short | Stochastic evolution equations |
| title_sort | stochastic evolution equations a hilbert space approach |
| title_sub | a Hilbert space approach |
| topic | Hilbert space Stochastic partial differential equations Evolutionsgleichung (DE-588)4129061-6 gnd Hilbert-Raum (DE-588)4159850-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Hilbert space Stochastic partial differential equations Evolutionsgleichung Hilbert-Raum Stochastische Differentialgleichung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006778988&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000008585 |
| work_keys_str_mv | AT greckschwilfried stochasticevolutionequationsahilbertspaceapproach AT tudorconstantin stochasticevolutionequationsahilbertspaceapproach |