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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Hardcover

Series: Monographs and Surveys in Pure and Applied Mathematics, Book 135

General MathematicsPhysicsProbability & Statistics

ISBN10: 158488598X
ISBN13: 9781584885986
Publisher: CRC Press
Published: Aug 23 2005
Pages: 310
Weight: 1.46
Height: 0.87 Width: 6.52 Depth: 9.32
Language: English
This book offers a systematic presentation of the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. The treatment includes a review of basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions. The final chapter explores topics and applications such as stochastic optimal control and feedback stabilization, stochastic reaction-diffusion, Navier-Stokes equations, and stochastic population dynamics. This book makes up-to-date material accessible and lays the foundation for future advances.

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