Free Download Stochastic Calculus in Infinite Dimensions and SPDEs by Daniel Goodair , Dan Crisan
English | PDF EPUB (True) | 2024 | 143 Pages | ISBN : 3031695852 | 17.1 MB
Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach. Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood heuristically, a comprehensive treatment in infinite dimensions has been lacking, primarily due to insufficient rigorous results on martingale properties.