Book Review
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MathSciNet review:
3779902
Full text of review:
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Book Information:
Author:
T. E. Govindan
Title:
Yosida approximations of stochastic differential equations in infinite dimensions and applications
Additional book information:
Probability Theory and Stochastic Modelling Series, Vol. 79,
Springer,
Cham,
2016,
xix + 407 pp.,
ISBN 978-3-319-45682-9
Sergio Albeverio, Leszek Gawarecki, Vidyadhar Mandrekar, Barbara Rüdiger, and Barun Sarkar, Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Random Oper. Stoch. Equ. 25 (2017), no. 2, 79–105. MR 3652290, DOI 10.1515/rose-2017-0008
G. Da Prato, A. Jentzen, M. Röckner, A mild Itô formula for SPDEs, arXiv 1009.3526, 2011.
G. Da Prato and J. Zabczyk, Ergodicity for infinite-dimensional systems, London Mathematical Society Lecture Note Series, vol. 229, Cambridge University Press, Cambridge, 1996. MR 1417491, DOI 10.1017/CBO9780511662829
Akira Ichikawa, Stability of semilinear stochastic evolution equations, J. Math. Anal. Appl. 90 (1982), no. 1, 12–44. MR 680861, DOI 10.1016/0022-247X(82)90041-5
A. V. Skorokhod, Asymptotic methods in the theory of stochastic differential equations, Translations of Mathematical Monographs, vol. 78, American Mathematical Society, Providence, RI, 1989. Translated from the Russian by H. H. McFaden. MR 1020057, DOI 10.1090/mmono/078
References
- S. Albeverio, L. Gawarecki, V. Mandrekar, B. Rüdiger, and B. Sarkar, Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Random Oper. Stoch. Equ. 25 (2017), no. 2, 79–105. MR 3652290
- G. Da Prato, A. Jentzen, M. Röckner, A mild Itô formula for SPDEs, arXiv 1009.3526, 2011.
- G. Da Prato and J. Zabczyk, Ergodicity for infinite-dimensional systems, London Mathematical Society Lecture Note Series, vol. 229, Cambridge University Press, Cambridge, 1996. MR 1417491
- Akira Ichikawa, Stability of semilinear stochastic evolution equations, J. Math. Anal. Appl. 90 (1982), no. 1, 12–44. MR 680861
- A. V. Skorokhod, Asymptotic methods in the theory of stochastic differential equations, Translations of Mathematical Monographs, vol. 78, American Mathematical Society, Providence, RI, 1989. Translated from the Russian by H. H. McFaden. MR 1020057
Review Information:
Reviewer:
P. Sundar
Affiliation:
Department of Mathematics, Louisiana State University, Baton Rouge, Louisiana 70803
Email:
psundar@lsu.edu
Journal:
Bull. Amer. Math. Soc.
55 (2018), 315-319
DOI:
https://doi.org/10.1090/bull/1603
Published electronically:
December 20, 2017
Review copyright:
© Copyright 2017
American Mathematical Society
