Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
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...
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| Formato: | Electrónico eBook |
| Idioma: | inglés |
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Springer International Publishing : Imprint: Springer,
2024.
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| Edición: | 1st ed. 2024. |
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| Acceso en liña: | https://doi.org/10.1007/978-3-031-42791-6 |
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Table of Contents:
- 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.