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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Printed edition: |

Material Type: | Document, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
Rafail Khasminskii |

ISBN: | 9783642232800 3642232809 9783642232794 3642232795 |

OCLC Number: | 771216469 |

Description: | 1 online resource. |

Contents: | Boundedness in Probability and Stability of Stochastic Processes Defined by Differential Equations -- 2. Stationary and Periodic Solutions of Differential Equations. 3. Markov Processes and Stochastic Differential Equations -- 4. Ergodic Properties of Solutions of Stochastic Equations -- 5. Stability of Stochastic Differential Equations -- 6. Systems of Linear Stochastic Equations -- 7. Some Special Problems in the Theory of Stability of SDE's -- 8. Stabilization of Controlled Stochastic Systems -- A. Appendix to the First English Edition -- B. Appendix to the Second Edition. Moment Lyapunov Exponents and Stability Index -- References -- Index. |

Series Title: | Stochastic modelling and applied probability, 66 |

Responsibility: | by Rafail Khasminskii. |

### Abstract:

## Reviews

*Editorial reviews*

Publisher Synopsis

From the reviews of the second edition:"Even more than 40 years after the publication of the first Russian edition, this monograph is still an excellent source for graduate students and researchers ... . It is a great introduction to the subject of stochastic stability. Important concepts ... are carefully explained, and many different types of stochastic stability are studied. ... valuable reference for researchers -- not only researchers in mathematics, but in fact it should also be useful for engineers and physicists interested in stability of systems subject to random forcing." (Nicolas Perkowski, Zentralblatt MATH, Vol. 1241, 2012)"This is a comprehensive compendium of results on the stability of stochastic dynamical systems, being the second edition of the English translation of the original Russian work written by a researcher who has made a dominant contribution to the topic. ... The bulk of the original text, however, is retained as such. ... some of the material here is not often found in standard texts, and this book serves as a valuable source for it." (Vivek S. Borkar, Mathematical Reviews, January, 2013) Read more...

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