Monographs and Surveys in Pure and Applied Mathematics

1 total work

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

by Kai Liu

Published 1 January 2005

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ