Stochastic Stability of Differential Equations in Abstract Spaces
by
Kai Liu
Book Details
Format
Paperback / Softback
Book Series
London Mathematical Society Lecture Note Series
ISBN-10
1108705170
ISBN-13
9781108705172
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 2nd, 2019
Print length
276 Pages
Weight
420 grams
Dimensions
22.80 x 15.20 x 1.60 cms
Product Classification:
Differential calculus & equationsStochastics
Ksh 13,700.00
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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. It will be useful for researchers across numerical computation, engineering, and mathematical physics and biology.
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.
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