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Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
Language: en
Pages:
Pages:
Type: BOOK - Published: 2013-11-21 - Publisher:
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typical
Language: en
Pages: 217
Pages: 217
Type: BOOK - Published: 2006-08-25 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 311
Pages: 311
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st