Stochastic differential equations and processes: SAAP, Tunisia, October 7-9, 2010
by Zili, Mounir, Filatova, Darya V., International Conference on Stochastic Analysis and Applied Probability, International Conference on Stochastic Analysis and Applied Probability, Yasmine-Hammamet, Tunisia), SAAP, Yasmine-Hammamet, Tunisia)
fromSpringer proceedings in mathematics
Selected papers submitted by participants of the international Conference "Stochastic Analysis and Applied Probability 2010" (www.saap2010.org) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the "Applied Mathemat…
Annotation
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of …
"Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main propertie…
