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Stochastic Stability of Differential Equations

Author: Rafail Khasminskii
Publisher: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2012.
Series: Stochastic modelling and applied probability, 66
Edition/Format:   eBook : Document : English : Completely rev. and enl. 2. edView all editions and formats
Summary:
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been  Read more...
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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:

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and  Read more...

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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 Read more...

 
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