Stochastic Equations in Infinite Dimensions - Da Prato, Giuseppe (Scuola Normale Superiore, Pisa) a Zabczyk, Jerzy (Polish Academy of Sciences)

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.