Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Author:   Kai Liu (The University of Liverpool, UK)
Publisher:   CRC Press
ISBN:  

9781280513114


Pages:   298
Publication Date:   01 January 2005
Format:   Undefined
Availability:   In stock   Availability explained
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Stability of Infinite Dimensional Stochastic Differential Equations with Applications


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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 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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Author:   Kai Liu (The University of Liverpool, UK)
Publisher:   CRC Press
Imprint:   CRC Press
ISBN:  

9781280513114


ISBN 10:   128051311
Pages:   298
Publication Date:   01 January 2005
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Active
Availability:   In stock   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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