000 03325nam a22004935i 4500
001 978-3-642-23280-0
003 DE-He213
005 20140220083301.0
007 cr nn 008mamaa
008 110919s2012 gw | s |||| 0|eng d
020 _a9783642232800
_9978-3-642-23280-0
024 7 _a10.1007/978-3-642-23280-0
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aKhasminskii, Rafail.
_eauthor.
245 1 0 _aStochastic Stability of Differential Equations
_h[electronic resource] /
_cby Rafail Khasminskii.
250 _aCompletely Revised and Enlarged 2nd Edition.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2012.
300 _aXVIII, 342 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aStochastic Modelling and Applied Probability,
_x0172-4568 ;
_v66
505 0 _aBoundedness 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.
520 _aSince 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 stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 0 _aMechanics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aMechanics.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642232794
830 0 _aStochastic Modelling and Applied Probability,
_x0172-4568 ;
_v66
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-23280-0
912 _aZDB-2-SMA
999 _c102151
_d102151