Stability of Infinite Dimensional Stochastic Differential Equations - With Application

Informationen zum Autor Liu, Kai Klappentext 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. Zusammenfassung Presents the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. This book reviews basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions. Inhaltsverzeichnis 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.

Produktdetails

• Autoren: Haim Brezis, Alan Jeffrey, Kai Liu, Kai (The University of Liverpool Liu, Kai (University of Texas Liu, Liu Kai
• Verlag: Taylor & Francis Ltd.
• Sprache: Englisch
• Produktform: Fester Einband
• Erschienen: 23.08.2005
• EAN: 9781584885986
• ISBN: 978-1-58488-598-6
• Seiten: 310
• Serien: Monographs and Surveys in Pure and Applied Mathematics; Monographs and Surveys in Pure and Applied Mathematics
• Themen: Naturwissenschaften, Medizin, Informatik, Technik > Mathematik > Allgemeines, Lexika; MATHEMATICS / Differential Equations / General, Differential calculus & equations, Stochastics, Differential calculus and equations