Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Jeffrey, Alan (Series edited by)/ Brezis, Haim (Series edited by)/ Douglas, Ronald G. (Series edited by)/ Liu, Kai (Author)

ISBN 10: 158488598X / ISBN 13: 9781584885986

Edité par Chapman & Hall, 2005

A propos de cet article

1st edition. 312 pages. 9.25x6.25x1.00 inches. In Stock.

N° de réf. du vendeur x-158488598X

Détails bibliographiques

• Titre: Stability of Infinite Dimensional Stochastic Differential Equations with Applications
• Éditeur: Chapman & Hall
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 158488598X
• ISBN à 13 chiffres: 9781584885986
• Reliure: Hardcover
• État de l'article: Brand New
• Poids: 0,66 kilogramme

A propos de ce titre

Synopsis

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.

À propos de l?auteur

Liu, Kai