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

Liu, Kai

ISBN 10: 0367392259 / ISBN 13: 9780367392253

Verlag: Chapman and Hall/CRC, 2019

Beschreibung

pp. 312.

Bestandsnummer des Verkäufers 18381587775

Bibliografische Details

• Titel: Stability of Infinite Dimensional Stochastic Differential Equations with Applications (Monographs and Surveys in Pure and Applied Mathematics)
• Verlag: Chapman and Hall/CRC
• Erscheinungsjahr: 2019
• Sprache: Englisch
• ISBN-10: 0367392259
• ISBN-13: 9780367392253
• Einband: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Kai Liu