This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory

Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.

The aim of this book is to give a systematic and self-contained presentation of the basic results on stochastic evolution equations in infinite dimensional, typ

The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematic

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It sta