Second Order Partial Differential Equations in Hilbert Spaces Contributor(s): Da Prato, Giuseppe (Author), Zabczyk, Jerzy (Author), Prato, Giuseppe Da (Author) |
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ISBN: 0521777291 ISBN-13: 9780521777292 Publisher: Cambridge University Press OUR PRICE: $75.04 Product Type: Paperback - Other Formats Published: September 2002 Annotation: Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterpart are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject. |
Additional Information |
BISAC Categories: - Mathematics | Differential Equations - Partial - Mathematics | Probability & Statistics - General |
Dewey: 515.353 |
LCCN: 2002022269 |
Series: London Mathematical Society Lecture Notes |
Physical Information: 0.88" H x 6" W x 9" (1.28 lbs) 396 pages |
Descriptions, Reviews, Etc. |
Publisher Description: Second order linear parabolic and elliptic equations arise frequently in mathematical physics, biology and finance. Here the authors present a state of the art treatment of the subject from a new perspective. They then go on to discuss how the results in the book can be applied to control theory. This area is developing rapidly and there are numerous notes and references that point the reader to more specialized results not covered in the book. Coverage of some essential background material helps to make the book self contained. |