Bücher von Giuseppe (Scuola Normale Superiore Da Prato

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.

State of the art treatment of a subject which has applications in mathematical physics, biology and finance. Includes discussion of applications to control theory. There are numerous notes and references that point to further reading. Coverage of some essential background material helps to make the book self contained.