Stochastic Stability of Differential Equations (微分方程的隨機穩定性)

Khasminskii, Rafail, Milstein, Grigori Noah

  • 出版商: Springer
  • 出版日期: 2013-11-27
  • 售價: $5,660
  • 貴賓價: 9.5$5,377
  • 語言: 英文
  • 頁數: 342
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 364227028X
  • ISBN-13: 9783642270284
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

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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.