Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
English | 2024 | ISBN: 3031427904 | 330 Pages | PDF EPUB (True) | 31 MB
English | 2024 | ISBN: 3031427904 | 330 Pages | PDF EPUB (True) | 31 MB
This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied literature on this topic since 1985 when such a study was initiated. The author provides a clear and systematic introduction to the theory of Trotter-Kato approximations of SDEs and also presents its applications to practical topics such as stochastic stability and stochastic optimal control. The theory assimilated here is developed slowly and methodically in digestive pieces.