Stochastic Stability of Differential Equations in Abstract Spaces

ISBN-13: 9781108705172 / Angielski / Miękka / 2019 / 276 str.

Kai Liu

Opis

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Recenzje

'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

Spis treści

Preface; 1. Preliminaries; 2. Stability of linear stochastic differential equations; 3. Stability of non linear stochastic differential equations; 4. Stability of stochastic functional differential equations; 5. Some applications related to stochastic stability; Appendix; References; Index.