Second order partial differential equations in Hilbert spaces

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 counterparts are important in fluid mechanics, mathematical finance...

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Bibliographic Details
Main Authors: Da Prato, Giuseppe, Zabczyk, Jerzy (Author)
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 2002
Series:London Mathematical Society lecture note series
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
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245 0 0 |a Second order partial differential equations in Hilbert spaces  |c Giuseppe Da Prato, Jerzy Zabczyk 
260 |a Cambridge  |b Cambridge University Press  |c 2002 
300 |a xvi, 379 pages  |b digital 
653 |a Differential equations, Partial 
653 |a Hilbert space 
700 1 |a Zabczyk, Jerzy  |e [author] 
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989 |b CBO  |a Cambridge Books Online 
490 0 |a London Mathematical Society lecture note series 
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520 |a 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 counterparts 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 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