Stochastic Stability of Differential Equations

• Κύριος συγγραφέας: Khasminskii, Rafail (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Έκδοση: Completely Revised and Enlarged 2nd Edition.
• Σειρά: Stochastic Modelling and Applied Probability, 66
• Θέματα: Mathematics.; Probabilities.; Mechanics.; Probability Theory and Stochastic Processes.

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 sta...

Πίνακας περιεχομένων:

• 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.