Kai Liu

Stability of Infinite Dimensional Stochastic Differential Equations with Applications (eBook, PDF)

• Format: PDF

Produktbeschreibung

This book offers a systematic presentation of the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. The treatment includes a review of basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions. The final chapter explores topics and applications such as stochastic optimal control and feedback stabilization, stochastic reaction-diffusion, Navier-Stokes equations, and stochastic population dynamics. This book makes up-to-date material accessible and lays the foundation for future advances.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 312
• Erscheinungstermin: 23. August 2005
• Englisch
• ISBN-13: 9781420034820
• Artikelnr.: 53003706

Autorenporträt

Kai Liu

Inhaltsangabe

Stochastic Differential Equations in Infinite Dimensions. Stability of
Linear Stochastic Differential Equations. Stability of Non Linear
Stochastic Differential Equations. Stability of Stochastic Functional
Differential Equations. Some Related Topics of Stability and Applications.