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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Khasminskii, Rafail (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edición:2nd ed. 2012.
Colección:Stochastic Modelling and Applied Probability, 66
Temas:
Probabilities.
Mechanics.
Probability Theory.
Classical Mechanics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

Ejemplares similares