Utvidet returrett til 31. januar 2025

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

av Kai Liu
Om Stability of Infinite Dimensional Stochastic Differential Equations with Applications

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780367392253
  • Bindende:
  • Paperback
  • Sider:
  • 310
  • Utgitt:
  • 5. september 2019
  • Dimensjoner:
  • 156x234x0 mm.
  • Vekt:
  • 430 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 21. desember 2024
Utvidet returrett til 31. januar 2025

Beskrivelse av Stability of Infinite Dimensional Stochastic Differential Equations with Applications

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.

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