Stochastic Stability of Differential Equations in Abstract Spaces

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Sommario

Preface; 1. Preliminaries; 2. Stability of linear stochastic differential equations; 3. Stability of non linear stochastic differential equations; 4. Stability of stochastic functional differential equations; 5. Some applications related to stochastic stability; Appendix; References; Index.

Info autore

Kai Liu is a mathematician at the University of Liverpool. His research interests include stochastic analysis, both deterministic and stochastic partial differential equations, and stochastic control. His recent research activities focus on stochastic functional differential equations in abstract spaces. He is a member of the editorial boards of several international journals including the Journal of Stochastic Analysis and Applications and Statistics and Probability Letters.

Riassunto

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques. It will be useful for researchers across numerical computation, engineering, and mathematical physics and biology.

Dettagli sul prodotto

• Autori: Kai Liu, Kai (Tianjin Normal University Liu, Liu Kai
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 31.05.2019
• EAN: 9781108705172
• ISBN: 978-1-108-70517-2
• Pagine: 276
• Serie: London Mathematical Society Le; London Mathematical Society Lecture Note Series; London Mathematical Society Le
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Differential Equations / General, Differential calculus & equations, Stochastics, Differential calculus and equations