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عنوان
Stochastic stability of differential equations

پدید آورنده
Khasminskii, Rafail Zalmanovich

موضوع
، Stochastic differential equations,Qualitative theory ، Differential equations,، Lyapunov exponents

رده
QA
274
.
23
.
K4313

کتابخانه
Central Library and Documents Center of Industrial University of Khaje Nasiredin Toosi

محل استقرار
استان: Tehran ـ شهر: Tehran

Central Library and Documents Center of Industrial University of Khaje Nasiredin Toosi

تماس با کتابخانه : 88881052-88881042-021

LANGUAGE OF THE ITEM

.Language of Text, Soundtrack etc
eng

TITLE AND STATEMENT OF RESPONSIBILITY

Title Proper
Stochastic stability of differential equations

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Heidelberg
Name of Publisher, Distributor, etc.
Springer
Date of Publication, Distribution, etc.
2012

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
339 p

SERIES

Other Title Information
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.

TOPICAL NAME USED AS SUBJECT

Entry Element
، Stochastic differential equations
Entry Element
Qualitative theory ، Differential equations
Entry Element
، Lyapunov exponents

LIBRARY OF CONGRESS CLASSIFICATION

Class number
QA
274
.
23
.
K4313

PERSONAL NAME - PRIMARY RESPONSIBILITY

Entry Element
Khasminskii, Rafail Zalmanovich
Relator Code
AU

AU Milshtein, Grigorii Noikhovich
AU Nevelson, M. B
TI
SE

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