Stochastic Stability of Differential Equations
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...
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| Autore principale: | |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 2nd ed. 2012. |
| Serie: | Stochastic Modelling and Applied Probability
66 |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic stability of differential equations, Rafail Khasminskii, 2nd ed. revised and enlarged, Berlin, Springer, 2012, 1 vol. (XVII-339 p.), Stochastic modelling and applied probability, 978-3-642-23279-4 |
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| 020 | |a 9783642232800 (Edition électronique) | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 100 | 1 | |a Has½minskij, Rafail Zalmanovič, |d 1931- | |
| 245 | 1 | 0 | |a Stochastic Stability of Differential Equations |c Rafail Khasminskii ; With contributions by G.N. Milstein and M.B. Nevelson. |
| 250 | |a 2nd ed. 2012. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Stochastic Modelling and Applied Probability |v 66 |x 0172-4568 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Références bibliographiques. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations | ||
| 650 | |a Équations différentielles stochastiques | ||
| 650 | |a Équations différentielles |x Théorie qualitative | ||
| 650 | |a Fonctions de Liapounov | ||
| 650 | |a Probabilités | ||
| 650 | |a Processus stochastiques | ||
| 650 | |a Théorie de la commande | ||
| 776 | 0 | |0 156466198 |t Stochastic stability of differential equations |f Rafail Khasminskii |e 2nd ed. revised and enlarged |c Berlin |n Springer |d 2012 |p 1 vol. (XVII-339 p.) |s Stochastic modelling and applied probability |z 978-3-642-23279-4 | |
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