Stability of Infinite Dimensional Stochastic Differential Equations with Applications (CHAPMAN AND HALL /CRC MONOGRAPHS AND SURVEYS IN PURE AND APPLIED MATHEMATICS, Band 135) - Hardcover

Liu, Kai

 
9781584885986: Stability of Infinite Dimensional Stochastic Differential Equations with Applications (CHAPMAN AND HALL /CRC MONOGRAPHS AND SURVEYS IN PURE AND APPLIED MATHEMATICS, Band 135)
Hardcover
ISBN 10: 158488598X ISBN 13: 9781584885986
Verlag: Chapman and Hall/CRC, 2005

Inhaltsangabe

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well established, the study of their stability properties has grown rapidly only in the past 20 years, and most results have remained scattered in journals and conference proceedings.

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.

In recent years, this area of study has become the focus of increasing attention, and the relevant literature has expanded greatly. Stability of Infinite Dimensional Stochastic Differential Equations with Applications makes up-to-date material in this important field accessible even to newcomers and lays the foundation for future advances.

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Über die Autorin bzw. den Autor

Liu, Kai

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Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2005
Sprache
Englisch
ISBN 10 
158488598X
ISBN 13 
9781584885986
Einband
Gebundene Ausgabe
Anzahl der Seiten
312
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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9780367392253: Stability of Infinite Dimensional Stochastic Differential Equations with Applications: 135 (Monographs and Surveys in Pure and Applied Mathematics)

Vorgestellte Ausgabe

ISBN 10:  0367392259 ISBN 13:  9780367392253
Verlag: Routledge, 2019
Softcover