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Stochastic Stability of Differential Equations in Abstract Spaces

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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.

Informacija

Autorius: Kai Liu
Leidėjas: Cambridge University Press
Išleidimo metai: 2019
Knygos puslapių skaičius: 276
ISBN-13: 9781108705172
Formatas: 6 x 0.75 x 8.75 inches. Knyga minkštu viršeliu
Kalba: Anglų

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