Stochastic Stability of Differential Equations

By Rafail Khasminskii

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 364227028X
• ISBN13: 9783642270284
• Release Date: November 2013
• Publisher: Springer
• Length: 342 Pages
• Weight: 1.11 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"