The second edition features two new chapters that enhance the content, alongside an expanded bibliography for further reading. These updates aim to provide a more thorough understanding of the subject matter, making it an essential resource for readers seeking in-depth knowledge.
Focusing on second order linear parabolic and elliptic equations, this book presents a contemporary approach using probability measures in Hilbert and Banach spaces, along with stochastic evolution equations. It explores applications in various fields such as statistical mechanics, fluid mechanics, and control theory, highlighting the rapid development in these areas. The authors provide essential background material and numerous references for further study, making the book accessible to newcomers while offering advanced insights for experienced readers.
In a mathematically precise manner, this book presents a unified introduction to deterministic control theory. It includes material on the realization of both linear and nonlinear systems, impulsive control, and positive linear systems.