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Informationen zum Autor Liu, Kai Klappentext Stability of Infinite Dimensional Stochastic Differential Equations with Applications presents up-to-date, complex material in an accessible way. Focusing mainly on Hilbert spaces, this book features an in-depth discussion of infinite dimensions, including the notion of L2-stability in mean. It investigates stability for the essential classes of linear stochastic evolution equations. Additional material explores topics related to the stability of nonlinear systems and equations. With various stability models and applications for both finite and infinite dimensions, this text is an ideal reference for graduate students, researchers, engineers, and scientists interested in this area. According to the EMS Newsletter, "This book can be recommended to everybody interested in an advanced theory of stochastic differential and, in particular, in the stability problem." 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.
