Stability of infinite dimensional stochastic differential equations with applications /

Bibliographic Details
Main Author:	Liu, Kai, 1964-
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : Chapman & Hall/CRC, 2006.
Series:	Chapman & Hall/CRC monographs and surveys in pure and applied mathematics.
Subjects:	Stochastic differential equations. Infinite-dimensional manifolds. Équations différentielles stochastiques. Variétés de dimension infinie. MATHEMATICS > Probability & Statistics > General. Infinite-dimensional manifolds Stochastic differential equations Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Preface; ; STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS; Notations, Definitions and Preliminaries; Wiener Processes and Stochastic Integration; Definitions and Methods of Stability; Notes and Comments; ; STABILITY F LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS; Stable Semigroups; Lyapunov Equations and Stability; Uniformly Asymptotic Stability; ; STABILITY F NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS; Equivalence of L p -Stability and Exponential Stability; A Coerciv Decay Condition; Stability of Semilinear Stochastic Evolution Equations; Lyapunov Functions for Strong Solutions; Two Applications; Further Results on Invariant Measures; Stability, Ultimate Boundedness of Mild Solutions and Invariant Measures; Decay Rates of Systems; Stabilization of Systems by Noise; Lyapunov Exponents and Stabilization; Notes and Comments; ; STABILITY OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS; Linear Deterministic Equations; Stability Equivalence and Reduction of Neutral Equations; Decay Criteria of Stochastic Delay Differential Equations; Razumikhin Type Stability Theorems; Notes and Comments; ; SOME RELATED TOPICS OF STABILITY AND APPLICATIONS; Parabolic Equations with Boundary and Pointwise Noise; Stochastic Stability and Quadratic Control; Feedback Stabilization of Stochastic Differential Equations; Stochastic Models in Mathematical Physics; Stochastic Systems Related to Multi-Species Population Dynamics; Notes and Comments; ; Appendix A: The Proof of Proposition; Appendix B: Existence and Uniqueness of Strong Solutions of Stochastic Delay Differential Equations; References; Index.