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1.

図書

図書
G. Da Prato and L. Tubaro (editors)
出版情報: Harlow, Essex, England : Longman Scientific & Technical , New York : Copublished in the United States with J. Wiley, 1992  286 p. ; 25 cm
シリーズ名: Pitman research notes in mathematics series ; 268
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2.

図書

図書
G. da Prato
出版情報: London ; New York : Academic Press, 1976  146 p. ; 24 cm
シリーズ名: Institutiones mathematicae ; vol. 2
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3.

図書

図書
edited by Giuseppe Da Prato, Jean-Paul Zolésio
出版情報: New York : Marcel Dekker, c1997  viii, 331 p. ; 26 cm
シリーズ名: Lecture notes in pure and applied mathematics ; v. 188
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4.

図書

図書
G. Da Prato, L. Tubaro (eds.)
出版情報: Berlin ; Tokyo : Springer-Verlag, c1989  vi, 258 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 1390
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5.

図書

図書
Giuseppe Da Prato, Jerzy Zabczyk
出版情報: Cambridge : Cambridge University Press, 2002  xvi, 379 p. ; 23 cm
シリーズ名: London Mathematical Society lecture note series ; 293
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目次情報: 続きを見る
Theory in the Space of Continuous Functions / Part I:
Gaussian measures / 1:
Spaces of continuous functions / 2:
Heat equation / 3:
Poisson's equation / 4:
Elliptic equations with variable coefficients / 5:
Ornstein-Uhlenbeck equations / 6:
General parabolic equations / 7:
Parabolic equations in open sets / 8:
Theory in Sobolev Spaces with a Gaussian Measure / Part II:
L2 and Sobolev spaces / 9:
Ornstein-Uhlenbeck semigroups on Lp(H, mu) / 10:
Perturbations of Ornstein-Uhlenbeck semigroups / 11:
Gradient systems / 12:
Applications to Control Theory
Second order Hamilton-Jacobi equations / 13:
Hamilton-Jacobi inclusions / 14:
Theory in the Space of Continuous Functions / Part I:
Gaussian measures / 1:
Spaces of continuous functions / 2:
6.

図書

図書
G. Da Prato, J. Zabczyk
出版情報: Cambridge ; New York : Cambridge University Press, 1996  xi, 339 p. ; 23 cm
シリーズ名: London Mathematical Society lecture note series ; 229
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Markovian Dynamical Systems / Part I:
General dynamical systems / 1:
Canonical Markovian systems / 2:
Ergodic and mixing measures / 3:
Regular Markovian systems / 4:
Invariant Measures For Stochastics For Evolution Equations / Part II:
Stochastic differential equations / 5:
Existence of invariant measures / 6:
Uniqueness of invariant measures / 7:
Densities of invariant measures / 8:
Invariant Measures For Specific Models / Part III:
Ornstein-Uhlenbeck processes / 9:
Stochastic delay systems / 10:
Reaction-diffusion equations / 11:
Spin systems / 12:
Systems perturbed through the boundary / 13:
Burgers equation / 14:
Navier-Stokes equations / 15:
Appendices
Markovian Dynamical Systems / Part I:
General dynamical systems / 1:
Canonical Markovian systems / 2:
7.

図書

図書
edited by G. Da Prato and L. Tubaro
出版情報: Berlin ; Tokyo : Springer-Verlag, c1987  257 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 1236
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8.

図書

図書
edited by Giuseppe Da Prato, Luciano Tubaro
出版情報: New York : M. Dekker, c2002  ix, 460 p. ; 26 cm
シリーズ名: Lecture notes in pure and applied mathematics ; v. 227
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目次情報: 続きを見る
Preface
Contributors
The Semi-Martingale Property of the Square of White Noise Integrators / Luigi Accardi ; Andreas Boukas1.:
SPDEs Leading to Local, Relativistic Quantum Vector Fields with Indefinite Metric and Nontrivial S-Matrix / Sergio Albeverio ; Hanno Gottschalk ; Jiang-Lun Wu2.:
Considerations on the Controllability of Stochastic Linear Heat Equations / Viorel Barbu ; Gianmario Tessitore3.:
Stochastic Differential Equations for Trace-Class Operators and Quantum Continual Measurements / Alberto Barchielli ; Anna Maria Paganoni4.:
Invariant Measures of Diffusion Processes: Regularity, Existence, and Uniqueness Problems / Vladimir I. Bogachev ; Michael Rockner5.:
On the Theory of Random Attractors and Some Open Problems / Tomas Caraballo ; Jose Antonio Langa6.:
Invariant Densities for Stochastic Semilinear Evolution Equations and Related Properties of Transition Semigroups / Anna Chojnowska-Michalik7.:
On Some Generalized Solutions of Stochastic PDEs / Pao-Liu Chow8.:
Riemannian Geometry on the Path Space / A. B. Cruzeiro ; P. Malliavin9.:
A Note on Regularizing Properties of Ornstein-Uhlenbeck Semigroups in Infinite Dimensions / Giuseppe Da Prato ; Marco Fuhrman ; Jerzy Zabczyk10.:
White Noise Approach to Stochastic Partial Differential Equations / T. Deck ; S. Kruse ; J. Potthoff ; H. Watanabe11.:
Some Results on Invariant States for Quantum Markov Semigroups / Franco Fagnola ; Rolando Rebolledo12.:
Stochastic Problems in Fluid Dynamics / Franco Flandoli13.:
Limit Theorems for Random Interface Models of Ginzburg-Landau [down triangle, open open phi] Type / Giambattista Giacomin14.:
Second Order Hamilton-Jacobi Equations in Hilbert Spaces and Stochastic Optimal Control / Fausto Gozzi15.:
Approximations of Stochastic Partial Differential Equations / Istvan Gyongy16.:
Regularity and Continuity of Solutions to Stochastic Evolution Equations / Anna Karczewska17.:
Some New Results in the Theory of SPDEs in Sobolev Spaces / N. V. Krylov18.:
Lyapunov Function Approaches and Asymptotic Stability of Stochastic Evolution Equations in Hilbert Spaces--A Survey of Recent Developments / Kai Liu ; Aubrey Truman19.:
Strong Feller Infinite-Dimensional Diffusions / Bohdan Maslowski ; Jan Seidler20.:
Optimal Stopping Time and Impulse Control Problems for the Stochastic Navier-Stokes Equations / J. L. Menaldi ; S. S. Sritharan21.:
On Martingale Problem Solutions for Stochastic Navier-Stokes Equation / R. Mikulevicius ; B. Rozovskii22.:
SPDEs Driven by a Homogeneous Wiener Process / Szymon Peszat23.:
Applications of Malliavin Calculus to SPDEs / Marta Sanz-Sole24.:
Stochastic Curvature Driven Flows / Nung Kwan Yip25.:
Preface
Contributors
The Semi-Martingale Property of the Square of White Noise Integrators / Luigi Accardi ; Andreas Boukas1.:
9.

図書

図書
Giuseppe Da Prato
出版情報: Berlin : Springer, c2006  x, 208 p. ; 24 cm
シリーズ名: Universitext
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目次情報: 続きを見る
Gaussian measures in Hilbert spaces / 1:
Notations and preliminaries / 1.1:
One-dimensional Hilbert spaces / 1.2:
Finite dimensional Hilbert spaces / 1.3:
Product probabilities / 1.3.1:
Definition of Gaussian measures / 1.3.2:
Measures in Hilbert spaces / 1.4:
Gaussian measures / 1.5:
Some results on countable product of measures / 1.5.1:
Gaussian random variables / 1.5.2:
Changes of variables involving Gaussian measures / 1.6.1:
Independence / 1.6.2:
The Cameron-Martin space and the white noise mapping / 1.7:
The Cameron-Martin formula / 2:
Introduction and setting of the problem / 2.1:
Equivalence and singularity of product measures / 2.2:
The Feldman-Hajek theorem / 2.3:
Brownian motion / 3:
Construction of a Brownian motion / 3.1:
Total variation of a Brownian motion / 3.2:
Wiener integral / 3.3:
Law of the Brownian motion in L[superscript 2](O, T) / 3.4:
Brownian bridge / 3.4.1:
Multidimensional Brownian motions / 3.5:
Stochastic perturbations of a dynamical system / 4:
Introduction / 4.1:
The Ornstein-Uhlenbeck process / 4.2:
The transition semigroup in the deterministic case / 4.3:
The transition semigroup in the stochastic case / 4.4:
A generalization / 4.5:
Invariant measures for Markov semigroups / 5:
Markov semigroups / 5.1:
Invariant measures / 5.2:
Ergodic averages / 5.3:
The Von Neumann theorem / 5.4:
Ergodicity / 5.5:
Structure of the set of all invariant measures / 5.6:
Weak convergence of measures / 6:
Some additional properties of measures / 6.1:
Positive functionals / 6.2:
The Prokhorov theorem / 6.3:
Existence and uniqueness of invariant measures / 7:
The Krylov-Bogoliubov theorem / 7.1:
Uniqueness of invariant measures / 7.2:
Application to stochastic differential equations / 7.3:
Existence of invariant measures / 7.3.1:
Existence and uniqueness of invariant measures by monotonicity / 7.3.2:
Examples of Markov semigroups / 7.3.3:
The heat semigroup / 8.1:
Initial value problem / 8.2.1:
The Ornstein-Uhlenbeck semigroup / 8.3:
Smoothing property of the Ornstein-Uhlenbeck semigroup / 8.3.1:
L[superscript 2] spaces with respect to a Gaussian measure / 8.3.2:
Notations / 9.1:
Orthonormal basis in L[superscript 2](H, [mu]) / 9.2:
The one-dimensional case / 9.2.1:
The infinite dimensional case / 9.2.2:
Wiener-Ito decomposition / 9.3:
The classical Ornstein-Uhlenbeck semigroup / 9.4:
Sobolev spaces for a Gaussian measure / 10:
Derivatives in the sense of Friedrichs / 10.1:
Some properties of W[superscript 1,2] (H, [mu]) / 10.1.1:
Chain rule / 10.1.2:
Gradient of a product / 10.1.3:
Lipschitz continuous functions / 10.1.4:
Regularity properties of functions of W[superscript 1,2] (H, [mu]) / 10.1.5:
Expansions in Wiener chaos / 10.2:
Compactness of the embedding of W[superscript 1,2] (H, [mu]) in L[superscript 2] (H, [mu]) / 10.2.1:
The adjoint of D / 10.3:
Adjoint operator / 10.3.1:
The adjoint operator of D / 10.3.2:
The Dirichlet form associated to [mu] / 10.4:
Poincare and log-Sobolev inequalities / 10.5:
Hypercontractivity / 10.5.1:
The Sobolev space W[superscript 2,2] (H, [mu]) / 10.6:
Gradient systems / 11:
Assumptions and notations / 11.1:
Moreau-Yosida approximations / 11.1.2:
A motivating example / 11.2:
Random variables in L[superscript 2] (0, 1) / 11.2.1:
The Sobolev space W[superscript 1,2] (H, [nu]) / 11.3:
Symmetry of the operator N[subscript 0] / 11.4:
Some complements on stochastic differential equations / 11.5:
Cylindrical Wiener process and stochastic convolution / 11.5.1:
Stochastic differential equations / 11.5.2:
Self-adjointness of N[subscript 2] / 11.6:
Asymptotic behaviour of P[subscript t] / 11.7:
Compactness of the embedding of W[superscript 1,2] (H, [nu]) in L[superscript 2] (H, [nu]) / 11.7.1:
Linear semigroups theory / A:
Some preliminaries on spectral theory / A.1:
Closed and closable operators / A.1.1:
Strongly continuous semigroups / A.2:
The Hille-Yosida theorem / A.3:
Cores / A.3.1:
Dissipative operators / A.4:
Bibliography
Gaussian measures in Hilbert spaces / 1:
Notations and preliminaries / 1.1:
One-dimensional Hilbert spaces / 1.2:
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