Stochastic Stability of Differential Equations in Abstract Spaces

Stochastic Stability of Differential Equations in Abstract Spaces
Author: Kai Liu
Publisher: Cambridge University Press
Total Pages: 277
Release: 2019-05-02
Genre: Mathematics
ISBN: 1108705170


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


Stochastic Stability of Differential Equations in Abstract Spaces
Language: en
Pages: 277
Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.
Stochastic Stability of Differential Equations
Language: en
Pages: 353
Authors: Rafail Khasminskii
Categories: Mathematics
Type: BOOK - Published: 2011-09-20 - Publisher: Springer Science & Business Media

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Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject o
Stochastic Stability of Differential Equations
Language: en
Pages: 342
Authors: Rafail Khasminskii
Categories: Mathematics
Type: BOOK - Published: 2011-09-25 - Publisher: Springer

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Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject o
Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Language: en
Pages: 311
Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press

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Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.