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.
T. E. Govindan Pořadí knih

- 2024