Stochastic Stability Of Differential Equations

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Stochastic Stability Of Differential Equations

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Author : Rafail Khasminskii
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-09-20

Stochastic Stability Of Differential Equations written by Rafail Khasminskii and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Mathematics categories.

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.

Stochastic Stability Of Differential Equations

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Author : Rafail Khasminskii
language : en
Publisher: Springer
Release Date : 2013-11-27

Stochastic Stability Of Differential Equations written by Rafail Khasminskii and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.

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.

Stochastic Stability Of Differential Equations

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Author : Rafail Khasminskii
language : en
Publisher: Springer
Release Date : 2011-09-25

Stochastic Stability Of Differential Equations written by Rafail Khasminskii and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-25 with Mathematics categories.

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.

Stochastic Stability Of Differential Equations

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Author : R.Z. Has'minskii
language : en
Publisher: Springer
Release Date : 1981-01-14

Stochastic Stability Of Differential Equations written by R.Z. Has'minskii and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981-01-14 with Mathematics categories.

I am very pleased to witness the printing of an English edition of this book by Noordhoff International Publishing. Since the date of the first Russian edition in 1969 there have appeared no less than two specialist texts devoted at least partly to the problems deal t wi th in the present book (Bunke [4] , Morozan [7]). There have also appeared a large number of research papers on our subject. Also worth mentioning is the monograph of Sagirov [1] containing ap plications of some of the results of this book to cosmology. In the hope of bringing the book somewhat more up to date we have written, jointly with M.B. Nevel'son, an Appendix contain ing an exposition of recent results. Also, we have in some places improved the original text of the book and have made some corrections. Among these changes, the following two are espe cially worth mentioning: A new version of Section 8.4, generaliz ing and simplifying the previous exposition, and a new presenta tion of Theorem 7.4.1 rendering correct the reference to this Theorem in Section 8.5.

Stochastic Differential Equations And Applications

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Author : X Mao
language : en
Publisher: Elsevier
Release Date : 2007-12-30

Stochastic Differential Equations And Applications written by X Mao and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-30 with Mathematics categories.

This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. - Has been revised and updated to cover the basic principles and applications of various types of stochastic systems - Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Stochastic Differential Equations With Markovian Switching

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Author : Xuerong Mao
language : en
Publisher: Imperial College Press
Release Date : 2006

Stochastic Differential Equations With Markovian Switching written by Xuerong Mao and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

Stochastic Stability Of Differential Equations

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Author : HAS'MINSKII.
language : en
Publisher:
Release Date :

Stochastic Stability Of Differential Equations written by HAS'MINSKII. and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

Stochastic Stability Of Differential Equations In Abstract Spaces

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Author : Kai Liu
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02

Stochastic Stability Of Differential Equations In Abstract Spaces written by Kai Liu and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Mathematics categories.

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Stochastic Differential Equations And Applications

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Author : Avner Friedman
language : en
Publisher: Courier Corporation
Release Date : 2012-08-28

Stochastic Differential Equations And Applications written by Avner Friedman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-28 with Mathematics categories.

This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications. The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic estimates for solutions. The section concludes with a look at recurrent and transient solutions. Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental solutions of degenerate parabolic equations. Final chapters examine stopping time problems and stochastic games and stochastic differential games. Problems appear at the end of each chapter, and a familiarity with elementary probability is the sole prerequisite.

Theory Of Stability Of Motion

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Author : Ioėlʹ Gilʹevich Malkin
language : en
Publisher:
Release Date : 1959

Theory Of Stability Of Motion written by Ioėlʹ Gilʹevich Malkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1959 with Motion categories.