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Description of  Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions

Accessible to non-specialists, this book provides a self-contained, complete introduction to the modern theory of stochastic differential equations in infinite-dimensional spaces. It describes various approaches to solve abstract stochastic Cauchy problems. The authors compare these approaches and illustrate them with numerous examples of applications in physics and financial mathematics, including the mathematics of bond markets requiring the infinite-dimensional setting.