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Stochastic Stability of Differential Equations (Stochastic Modelling and Applied Probability, Band 66) - Softcover

Buch 23 von 30: Stochastic Modelling and Applied Probability

Khasminskii, Rafail

 
9783642270284: Stochastic Stability of Differential Equations (Stochastic Modelling and Applied Probability, Band 66)
Softcover
ISBN 10: 364227028X ISBN 13: 9783642270284
Verlag: Springer, 2013

Inhaltsangabe

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.

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Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
364227028X
ISBN 13 
9783642270284
Einband
Taschenbuch
Auflage
2
Anzahl der Seiten
360
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