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Original Essays | September 15, 2014

Lois Leveen: IMG Forsooth Me Not: Shakespeare, Juliet, Her Nurse, and a Novel



There's this writer, William Shakespeare. Perhaps you've heard of him. He wrote this play, Romeo and Juliet. Maybe you've heard of it as well. It's... Continue »
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    Juliet's Nurse

    Lois Leveen 9781476757445

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Stochastic Modelling and Applied Probability #66: Stochastic Stability of Differential Equations

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Stochastic Modelling and Applied Probability #66: Stochastic Stability of Differential Equations Cover

 

Synopses & Reviews

Publisher Comments:

Since 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.

Table of Contents

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.- A. Appendix to the First English Edition.- B. Appendix to the Second Edition. Moment Lyapunov Exponents and Stability Index.- References.- Index.

Product Details

ISBN:
9783642232794
Author:
Khasminskii, Rafail
Publisher:
Springer
Author:
Milstein, Grigori Noah
Location:
Berlin, Heidelberg
Subject:
Statistics
Subject:
60-XX, 62Mxx,
Subject:
Lyapunov exponent
Subject:
mechanical systems
Subject:
random perturbations
Subject:
Stochastic differential equations
Subject:
Probability Theory and Stochastic Processes
Subject:
Mechanics
Subject:
Mathematics | Probability and Statistics
Subject:
Mathematics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Copyright:
Edition Description:
2nd Edition.
Series:
Stochastic Modelling and Applied Probability
Series Volume:
66
Publication Date:
20111128
Binding:
HARDCOVER
Language:
English
Pages:
400
Dimensions:
235 x 155 mm

Related Subjects

Health and Self-Help » Health and Medicine » Pharmacology
Science and Mathematics » Mathematics » Differential Equations
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Physics » Classical Mechanics

Stochastic Modelling and Applied Probability #66: Stochastic Stability of Differential Equations New Hardcover
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