Stability of Infinite Dimensional Stochastic Differential Equations with Applications

by Kai Liu

Book 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...

• Format: Paperback
• Language: English
• ISBN: 0367392259
• ISBN13: 9780367392253
• Release Date: September 2019
• Publisher: CRC Press
• Length: 310 Pages
• Weight: 0.85 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"