Knihobot

T. E. Govindan

    Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
    • 2024

      Focusing on Trotter-Kato approximations of stochastic differential equations in infinite dimensions, this comprehensive monograph consolidates literature dating back to 1985. It offers a systematic introduction to the theory while exploring practical applications in areas like stochastic stability and optimal control. The author presents the complex material in a clear, methodical manner, making it accessible for readers seeking to understand both the theoretical and applied aspects of this evolving field.

      Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications