Stochastic Equations in Infinite Dimensions (English, Giuseppe Da Prato | Jerzy Zabczyk)

About the Book

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part 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 dimensiona…

ISBN: 9781107055841