Completely rev. and enl. 2nd ed. - Heidelberg ; New York : Springer, c2012.
xvii, 339 p. : ill. ; 24 cm.
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.
Includes bibliographical references.
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).