Stochastic stability of differential equations in abstract spaces /:

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 prob...

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Bibliographische Detailangaben
1. Verfasser: Liu, Kai, 1964- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge ; New York, NY : Cambridge University Press, 2019.
Schriftenreihe:London Mathematical Society lecture note series ; 453.
Schlagworte:
Online-Zugang:DE-862
DE-863
Zusammenfassung: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.
Beschreibung:1 online resource
Bibliographie:Includes bibliographical references and index.
ISBN:9781108626057
110862605X
9781108653039
1108653030

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