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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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Bibliographic Details
Main Author: Govindan, T. E.
Format: eBook
Language:English
Published: Cham Springer International Publishing 2024, 2024
Edition:1st ed. 2024
Subjects:
Mathematical Analysis
Control Theory
Systems Theory, Control
Probability Theory
Analysis
System Theory
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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

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