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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Kai Liu

301,55 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2005
Materia
Matemáticas
ISBN:
9781584885986
301,55 €
IVA incluido
Disponible

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Sobre IBD

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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