Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infin

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

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimension