Stochastic stability of differential equations in abstract spaces

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological prob...

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Bibliographic Details
Main Author: Liu, Kai
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 2019
Series:London Mathematical Society lecture note series
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
Description
Summary:The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological problems. Its core material is divided into three parts devoted respectively to the stochastic stability of linear systems, non-linear systems, and time-delay systems. The focus is on stability of stochastic dynamical processes affected by white noise, which are described by partial differential equations such as the Navier-Stokes equations. A range of mathematicians and scientists, including those involved in numerical computation, will find this book useful. It is also ideal for engineers working on stochastic systems and their control, and researchers in mathematical physics or biology
Physical Description:ix, 266 pages digital
ISBN:9781108653039