Stochastic Stability of Differential Equations

• Main Author: Khasminskii, Rafail (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Edition: Completely Revised and Enlarged 2nd Edition.
• Series: Stochastic Modelling and Applied Probability, 66
• Subjects: 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...

Table of 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.