Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

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

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic prin