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totalt 35 treff
Stochastic Equations in Infinite Dimensions
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 …
Introduction to Stochastic Analysis and Malliavin Calculus
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at …
Representation and Control of Infinite Dimensional Systems
A new edition in a single volume Over the past decade, more and more sophisticaced mathematical tools and approaches have been incorporated in the ?eld of Control of in?nite dim- …
An Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic …
Stochastic Partial Differential Equations and Applications
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents …
Stochastic Partial Differential Equations and Applications
Stochastic Partial Differential Equations and Applications - VII
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic …
Kolmogorov Equations for Stochastic PDEs
Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, …
Stochastic Porous Media Equations
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition …
Introduction to Measure Theory and Integration
This textbook collects the notes for an introductory course in measure theory and integration. The course was taught by the authors to undergraduate students of the Scuola Normale …
Representation and Control of Infinite Dimensional Systems
The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from the …
Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic …