Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Autor: | Liu, Kai |
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EAN: | 9781584885986 |
Sprache: | Englisch |
Seitenzahl: | 310 |
Produktart: | Gebunden |
Veröffentlichungsdatum: | 23.08.2005 |
Schlagworte: | Mathematics |
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Stability of Infinite Dimensional Stochastic Differential Equations with Applications presents up-to-date, complex material in an accessible way. Focusing mainly on Hilbert spaces, this book features an in-depth discussion of infinite dimensions, including the notion of L2-stability in mean. It investigates stability for the essential classes of linear stochastic evolution equations. Additional material explores topics related to the stability of nonlinear systems and equations. With various stability models and applications for both finite and infinite dimensions, this text is an ideal reference for graduate students, researchers, engineers, and scientists interested in this area. According to the EMS Newsletter, "This book can be recommended to everybody interested in an advanced theory of stochastic differential and, in particular, in the stability problem."