Stability of Infinite Dimensional Stochastic Differential Equations with Applications

by Kai Liu

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 158488598X
• ISBN13: 9781584885986
• Release Date: August 2005
• Publisher: CRC Press
• Length: 310 Pages
• Weight: 1.46 lbs.
• Dimensions: 0.9" x 6.5" x 9.3"