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...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | 2nd ed. 2012. |
| Collection: | Stochastic Modelling and Applied Probability
66 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
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 |
Table des matières:
- 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