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Erschienen in:
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2016 | OriginalPaper | Buchkapitel

1. Introduction and Motivating Examples

verfasst von : T. E. Govindan

Erschienen in: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

Verlag: Springer International Publishing

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Abstract

Stochastic differential equations are well known to model stochastic processes observed in the study of dynamic systems arising from many areas of science, engineering, and finance. Existence and uniqueness of mild, strong, relaxed, and weak solutions; stability, stabilizability, and control problems; regularity and continuous dependence on initial values; approximation problems notably of Yosida; among others, of solutions of stochastic differential equations in infinite dimensions have been investigated by several authors, see, for instance, Ahmed [1, 6, 8] Bharucha-Reid [1], Curtain and Pritchard [1], Da Prato [2], Da Prato and Zabczyk [1, 3, 4], Gawarecki and Mandrekar [1], Kotelenez [1], Liu [2], Mandrekar and Rüdiger [1], McKibben [2], and Prévôt and Röckner [1] and the references therein. Yosida approximations play a key role in many of these problems.

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Nächstes Kapitel Mathematical Machinery
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Metadaten
Titel
Introduction and Motivating Examples
verfasst von
T. E. Govindan
Copyright-Jahr
2016
Buch
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

Print ISBN: 978-3-319-45682-9

Electronic ISBN: 978-3-319-45684-3

Copyright-Jahr: 2016

DOI
https://doi.org/10.1007/978-3-319-45684-3_1