Institute of Mathematical Statistics Lecture Notes - Monograph Series

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

Book information

Authors
Gopinath Kallianpur and Jie Xiong

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

Dates
Publication date: 1995
First available in Project Euclid: 7 July 2008

Permanent link to this book
http://projecteuclid.org/euclid.lnms/1215451864

ISBN:
0-940600-38-2

Mathematical Reviews (MathSciNet):
MR1465436

Subjects
Primary: 60-02: Research exposition (monographs, survey articles)
Secondary: 60F10: Large deviations 60H05: Stochastic integrals 60H15: Stochastic partial differential equations [See also 35R60] 60H20: Stochastic integral equations

Rights
Copyright © 1995, Institute of Mathematical Statistics

Citation
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)

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