Skip to content
Register Sign in Wishlist

Stochastic Stability of Differential Equations in Abstract Spaces

$94.99 (C)

Part of London Mathematical Society Lecture Note Series

  • Author: Kai Liu, Tianjin Normal University, China
  • Date Published: June 2019
  • availability: In stock
  • format: Paperback
  • isbn: 9781108705172

$ 94.99 (C)

Add to cart Add to wishlist

Other available formats:

Looking for an examination copy?

If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • 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.

    • Provides a basic, friendly and accessible introduction, ideal for graduates and young researchers
    • Presents the topic systematically, with minimal prerequisites
    • Brings the subject together cohesively, drawing on widespread literature
    Read more

    Reviews & endorsements

    ‘The text itself is rather detailed, and therefore can be understood by graduate students and young researchers who have taken a solid course in stochastic analysis. Many examples are provided throughout the text to explain the finer points in the results.’ Mar´ıa J. Garrido-Atienza, MathSciNet

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: June 2019
    • format: Paperback
    • isbn: 9781108705172
    • length: 276 pages
    • dimensions: 228 x 152 x 16 mm
    • weight: 0.42kg
    • availability: In stock
  • Table of Contents

    1. Preliminaries
    2. Stability of linear stochastic differential equations
    3. Stability of non linear stochastic differential equations
    4. Stability of stochastic functional differential equations
    5. Some applications related to stochastic stability

  • Author

    Kai Liu, Tianjin Normal University, China
    Kai Liu is a mathematician at the University of Liverpool. His research interests include stochastic analysis, both deterministic and stochastic partial differential equations, and stochastic control. His recent research activities focus on stochastic functional differential equations in abstract spaces. He is a member of the editorial boards of several international journals including the Journal of Stochastic Analysis and Applications and Statistics and Probability Letters.

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.