1st Edition

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

By Kai Liu Copyright 2006
310 Pages
by Chapman & Hall

310 Pages
by Chapman & Hall

312 Pages
by Chapman & Hall

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... Read more
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.

Biography

Kai Liu