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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

af Kai Liu

indgår i Monographs and Surveys in Pure and Applied Mathematics serien

Stability of Infinite Dimensional Stochastic Differential Equations with Applications af Kai Liu
Bag om Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Presents the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. This book reviews basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781584885986
  • Indbinding:
  • Hardback
  • Sideantal:
  • 310
  • Udgivet:
  • 23. august 2005
  • Størrelse:
  • 156x234x22 mm.
  • Vægt:
  • 663 g.
  • 8-11 hverdage.
  • 17. januar 2025
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Presents the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. This book reviews basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions.

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