Stability of Infinite Dimensional Stochastic Differential Equations with Applications

by Kai Liu

Overview

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 establ

Product Details

ISBN-13:	9781040210963
Publisher:	CRC Press
Publication date:	08/23/2005
Series:	Monographs and Surveys in Pure and Applied Mathematics
Sold by:	Barnes & Noble
Format:	eBook
Pages:	312
File size:	1 MB

Table of Contents

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.