Stochastic stability of differential equations in abstract spaces /
Liu, Kai
Stochastic stability of differential equations in abstract spaces / Kai Liu - United Kingdom Cambridge University Press 2019 - 266 p. - London Mathematical Society Lecture Note Series : 453. .
The stability of stochastic differential equations in the 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 the 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.
9781108705172
Stability
Stochastic differential equations
Algebraic spaces
Differential equations, Linear
Differential equations, Nonlinear
Geometry, Algebraic
515.35 LIU-K
Stochastic stability of differential equations in abstract spaces / Kai Liu - United Kingdom Cambridge University Press 2019 - 266 p. - London Mathematical Society Lecture Note Series : 453. .
The stability of stochastic differential equations in the 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 the 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.
9781108705172
Stability
Stochastic differential equations
Algebraic spaces
Differential equations, Linear
Differential equations, Nonlinear
Geometry, Algebraic
515.35 LIU-K