Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Author:   Kai Liu (University of Texas, Fort Worth, USA)
Publisher:   Taylor & Francis Inc
Volume:   135
ISBN:  

9781584885986


Pages:   310
Publication Date:   23 August 2005
Format:   Hardback
Availability:   In Print   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.

Full Product Details

Author:   Kai Liu (University of Texas, Fort Worth, USA)
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Volume:   135
Dimensions:   Width: 15.60cm , Height: 2.20cm , Length: 23.40cm
Weight:   0.589kg
ISBN:  

9781584885986


ISBN 10:   158488598
Pages:   310
Publication Date:   23 August 2005
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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.

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