Liu K. Stability of Infinite Dimensional Stochastic Differential Equations with Applications

New York: Chapman and Hall/CRC, 2005. — 311 p.Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability.Stochastic Differential Equations in Infinite Dimensions.
Stability of Linear Stochastic Differential Equations.
Stability of Non Linear Stochastic Differential Equations.
Stability of Stochastic Functional Differential Equations.
Some Related Topics of Stability and Applications.