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Introduction to Infinite Dimensional Stochastic Analysis
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematic
An Introduction to Infinite-Dimensional Analysis
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Authors: Giuseppe Da Prato
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Type: BOOK - Published: 2006-08-25 - Publisher: Springer Science & Business Media

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Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It sta
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
Infinite Dimensional Stochastic Analysis
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This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of article
Stochastic Differential Equations in Infinite Dimensions
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The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr