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Stochastic stability of differential equations / by Rafail Khasminskii with contributions by G. N. Milstein and M. B. Nevelson.

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Uniform Title:
Ustoĭchivostʹ sistem different͡sialʹnykh uravneniĭ pri sluchaĭnykh vozmushcheni͡akh ikh parametrov. English
Author/Creator:
Khasʹminskiĭ, R. Z. (Rafail Zalmanovich)
Language:
English.
Publication date:
2012
Imprint:
Completely rev. and enl. 2nd ed. - Heidelberg ; New York : Springer, c2012.
Format:
  • Book
  • xvii, 339 p. : ill. ; 24 cm.
Note:
Originally published in Russian, by Nauka, Moscow, 1969. 1st English ed. published 1980 under R.Z. Hasʹminski in the series Monographs and textbooks on mechanics of solids and fluids by Sijthoff & Noordhoff.
Bibliography:
Includes bibliographical references.
Contents:
  • 1. 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 ( this chapter was written jointly with M.B. Nevelson)
  • A. Appendix to the first English edition
  • B. Appendix to the second edition: moment Lyapunov exponents and stability index (written jointly with G.N. Milstein).
Contributor:
Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Nevelson, M. B.
Series:
Stochastic modelling and applied probability 66.
Subjects:
ISBN:
9783642232794
3642232795
9783642232800
3642232809

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