Stochastic modelling and applied probability,2710-8654 ;66
GENERAL NOTES
Text of Note
Originally published in Russian, by Nauka, Moscow, 1969
Text of Note
1st English ed. published 1980 under R.Z. Khasminskii in the series Monographs and textbooks on mechanics of solids and fluids by Sijthoff & Noordhoff
Text of Note
Includes bibliographical references )pages 323-334( and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Rafail Khasminskii, with contributions by G.N. Milstein and M.B. Nevelson
CONTENTS NOTE
Text of Note
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(
UNIFORM TITLE
General Material Designation
Ustoichivost sistem differentsialnykh uravnenii pri sluchainykh vozmushcheniiakh ikh parametrov.