Overview
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.
- | Author: Kai Liu
- | Publisher: CRC Press
- | Publication Date: Aug 23, 2005
- | Number of Pages: 310 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 158488598X
- | ISBN-13: 9781584885986
