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

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

Label
Stochastic stability of differential equations
Title
Stochastic stability of differential equations
Statement of responsibility
by Rafail Khasminskii with contributions by G.N. Milstein and M.B. Nevelson
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
UKMGB
http://library.link/vocab/creatorName
Khasʹminskiĭ, R. Z.
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Milʹshteĭn, G. N.
  • Nevelson, M. B
Series statement
Stochastic modelling and applied probability
Series volume
66
http://library.link/vocab/subjectName
  • Stochastic differential equations
  • Differential equations
  • Lyapunov exponents
Label
Stochastic stability of differential equations, by Rafail Khasminskii with contributions by G.N. Milstein and M.B. Nevelson
Instantiates
Publication
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 note
Includes bibliographical references (p. 323-334) and index
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)
Dimensions
24 cm.
Edition
Completely rev. and enl. 2nd ed.
Extent
xvii, 339 p.
Isbn
9783642232794
Isbn Type
(hbk.)
Lccn
20119386 42
System control number
  • (OCoLC)759585460
  • (OCoLC)759585460
Label
Stochastic stability of differential equations, by Rafail Khasminskii with contributions by G.N. Milstein and M.B. Nevelson
Publication
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 note
Includes bibliographical references (p. 323-334) and index
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)
Dimensions
24 cm.
Edition
Completely rev. and enl. 2nd ed.
Extent
xvii, 339 p.
Isbn
9783642232794
Isbn Type
(hbk.)
Lccn
20119386 42
System control number
  • (OCoLC)759585460
  • (OCoLC)759585460

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