عنوان
پدید آورنده
موضوع
رده
QA 274 .23 .K4313
QA
274
.
23
.
K4313
کتابخانه
محل استقرار
eng
Stochastic stability of differential equations
Heidelberg
Springer
2012
339 p
Stochastic modelling and applied probability,2710-8654 ;66
Originally published in Russian, by Nauka, Moscow, 1969
1st English ed. published 1980 under R.Z. Khasminskii in the series Monographs and textbooks on mechanics of solids and fluids by Sijthoff & Noordhoff
Includes bibliographical references )pages 323-334( and index
Rafail Khasminskii, with contributions by G.N. Milstein and M.B. Nevelson
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(
Ustoichivost sistem differentsialnykh uravnenii pri sluchainykh vozmushcheniiakh ikh parametrov.
، Stochastic differential equations
Qualitative theory ، Differential equations
، Lyapunov exponents
QA
274
.
23
.
K4313
Khasminskii, Rafail Zalmanovich
AU
AU Milshtein, Grigorii Noikhovich
AU Nevelson, M. B
TI
SE
