Stochastic equations in infinite dimensions / Giuseppe Da Prato, Scuola normale superiore, Pisa, Jerzy Zabczyk, Polish Academy of Sciences.

"Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exposition of the main properties of probability...

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Bibliographic Details

Main Authors:	Da Prato, Giuseppe (Author), Zabczyk, Jerzy (Author)
Format:	Book
Language:	English
Published:	Cambridge : Cambridge University Press, 2014.
Edition:	Second edition.
Series:	Encyclopedia of mathematics and its applications ; v. 152.
Subjects:	Stochastic partial differential equations.