This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control

Mathematics is playing an ever more important role in the physical and biologi cal sciences, provoking a blurring of boundaries between scientific disciplines a

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha