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Stochastic Stability of Differential Equations in Abstract Spaces

Kai Liu (Tianjin Normal University, China)

$53.95

Paperback

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English
Cambridge University Press
02 May 2019
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.

By:  
Imprint:   Cambridge University Press
Country of Publication:   United Kingdom
Dimensions:   Height: 228mm,  Width: 152mm,  Spine: 16mm
Weight:   420g
ISBN:   9781108705172
ISBN 10:   1108705170
Series:   London Mathematical Society Lecture Note Series
Pages:   276
Publication Date:  
Audience:   Professional and scholarly ,  College/higher education ,  Undergraduate ,  Further / Higher Education
Format:   Paperback
Publisher's Status:   Active

Kai Liu is a mathematician at the University of Liverpool. His research interests include stochastic analysis, both deterministic and stochastic partial differential equations, and stochastic control. His recent research activities focus on stochastic functional differential equations in abstract spaces. He is a member of the editorial boards of several international journals including the Journal of Stochastic Analysis and Applications and Statistics and Probability Letters.

Reviews for Stochastic Stability of Differential Equations in Abstract Spaces

'The text itself is rather detailed, and therefore can be understood by graduate students and young researchers who have taken a solid course in stochastic analysis. Many examples are provided throughout the text to explain the finer points in the results.' Mar´ıa J. Garrido-Atienza, MathSciNet


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