Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (Record no. 61228)
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| 000 -LEADER | |
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| fixed length control field | 04426nam a22005535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-031-42791-6 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030112606.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240701s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031427916 |
| -- | 978-3-031-42791-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-42791-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Govindan, T. E. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 79788 |
| 245 10 - TITLE STATEMENT | |
| Title | Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | by T. E. Govindan. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIX, 311 p. 1 illus. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Introduction and Motivating Examples -- 2 Mathematical Machinery -- 3 Trotter-Kato Approximations of Stochastic Differential Equations -- 4 Trotter-Kato Approximations of Stochastic Differential Equations in UMD Banach Spaces -- 6 Applications to Stochastic Optimal Control -- Appendix A: Nuclear and Hilbert-Schmidt Operators -- Appendix B: Convergence of Analytic Semigroups -- Appendix C: The Pettis Measurability Theorem -- Appendix D: R-Boundedness and γ-Boundedness -- Appendix E: The Feynman-Kac Formula -- Bibliographical Notes and Remarks -- Bibliography. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. The book begins with a motivational chapter introducing several different models that highlight the importance of the theory on abstract SDEs that will be considered in the subsequent chapters. The author next introduces the necessary mathematical background and then leads the reader into the main discussion of the monograph, namely, the Trotter-Kato approximations of many classes of SDEs in Hilbert spaces, Trotter-Kato approximations of SDEs in UMD Banach spaces and some of their applications. Most of the results presented in the main chapters appear for the first time in a book form. The monograph also contains many illustrative examples on stochastic partial differential equations and one in finance as an application of the Trotter-Kato formula. The key steps are included in all proofs which will help the reader to get a real insight into the theory of Trotter-Kato approximations and its use. This book is intended for researchers and graduate students in mathematics specializing in probability theory. It will also be useful to numerical analysts, engineers, physicists and practitioners who are interested in applying the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is accessible to a wider audience including non-specialists in stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65724 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 64178 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 66519 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 68675 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 67428 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 68676 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031427909 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031427923 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031427930 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-42791-6">https://doi.org/10.1007/978-3-031-42791-6</a> |
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| -- | ZDB-2-SMA |
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| -- | ZDB-2-SXMS |
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