TY - BOOK ID - 77894661 TI - Stochastic equations in infinite dimensions AU - Da Prato, Giuseppe AU - Zabczyk, Jerzy PY - 1992 SN - 1139884530 0511950225 1107102758 1107094283 1107088135 0511666225 9781107088139 9780511666223 0521385296 9780521385299 9780521059800 PB - Cambridge Cambridge University Press DB - UniCat KW - Stochastic partial differential equations. KW - Banach spaces, Stochastic differential equations in KW - Hilbert spaces, Stochastic differential equations in KW - SPDE (Differential equations) KW - Stochastic differential equations in Banach spaces KW - Stochastic differential equations in Hilbert spaces KW - Differential equations, Partial UR - https://www.unicat.be/uniCat?func=search&query=sysid:77894661 AB - The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by Itô and Gikham that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. The book ends with a comprehensive bibliography that will contribute to the book's value for all working in stochastic differential equations. ER -