Stochastic stability of differential equations in abstract spaces / Kai Liu (University of Liverpool).
Material type:
- text
- computer
- online resource
- 9781108626057
- 110862605X
- 9781108653039
- 1108653030
- Stochastic differential equations
- Differential equations, Linear
- Differential equations, Nonlinear
- Algebraic spaces
- Stability
- Geometry, Algebraic
- Algebraic spaces
- Differential equations, Linear
- Differential equations, Nonlinear
- Geometry, Algebraic
- Stability
- Stochastic differential equations
- MATHEMATICS / Calculus
- MATHEMATICS / Mathematical Analysis
- 515/.35 23
- QA274.23 .L5825 2019
Includes bibliographical references and index.
Preliminaries -- Stability of linear stochastic differential equations -- Stability of non linear stochastic differential equations -- Stability of stochastic functional differential equations -- Some applications related to stochastic stability.
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.
Description based on online resource; title from digital title page (viewed on June 04, 2019).
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