Stability of infinite dimensional stochastic differential equations with applications
Auteur :
Liu, Kai
Éditeur :
Taylor & Francis Inc
ISBN :
9781584885986
Date de publication :
23 août 2005
Dimensions :
23,4 x 15,6 cm
Poids :
589 g
Langue :
Anglais
Pays d'origine :
USA
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.