Gopinath Kallianpur and Jie Xiong, Stochastic differential equations in infinite-dimensional spaces: An extended version of the lectures delivered by Gopinath Kallianpur as part of the 1993 Barrett Lectures at the University of Tennessee, Knoxville, TN. (Hayward, CA: Institute of Mathematical Statistics, 1995)

Stochastic differential equations in infinite-dimensional spaces: An extended version of the lectures delivered by Gopinath Kallianpur as part of the 1993 Barrett Lectures at the University of Tennessee, Knoxville, TN.

Gopinath Kallianpur and Jie Xiong

Lecture Notes--Monograph Series, Volume 26
Hayward, CA: Institute of Mathematical Statistics, 1995.
342 pp.

Subjects:

60-02 (primary)
60F10 (secondary)
60H05 (secondary)
60H15 (secondary)
60H20 (secondary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215451864
Mathmatical Reviews number (MathSciNet): MR1465436
ISBN:0-940600-38-2

Miscellaneous Frontmatter

Foreword

Balram S. Rajput, and Jan Rosinski; i-ii

Preface

iii-iv

Contents

v-vi

Chapter 1. Topological vector spaces

1-44

Chapter 2. Probability measures

45-84

Chapter 3. Stochastic integrals

85-126

Chapter 4. SPDE

127-148

Chapter 5. SDE in Hilbert space

149-170

Chapter 6. Stochastic differential equations

171-210

Chapter 7. Environmental pollution

211-238

Chapter 8. Diffusion processes

239-278

Chapter 9. Interacting systems

279-298

Chapter 10. Large deviations

299-334

Bibliography

335-339

Index

340-342

Stochastic differential equations in infinite-dimensional spaces: An extended version of the lectures delivered by Gopinath Kallianpur as part of the 1993 Barrett Lectures at the University of Tennessee, Knoxville, TN.

Subjects:

Institute of Mathematical Statistics Lecture Notes - Monograph Series