Stochastic Stability of Differential Equations
暫譯: 隨機微分方程的穩定性

Khasminskii, Rafail, Milstein, Grigori Noah

相關主題

商品描述

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.

商品描述(中文翻譯)

有界性與由微分方程定義的隨機過程的穩定性。- 2. 微分方程的平穩解與週期解。3. 馬可夫過程與隨機微分方程。- 4. 隨機方程解的遍歷性質。- 5. 隨機微分方程的穩定性。- 6. 線性隨機方程系統。- 7. 隨機微分方程穩定性理論中的一些特殊問題。- 8. 受控隨機系統的穩定化。- A. 第一版英文版附錄。- B. 第二版附錄。動量李雅普諾夫指數與穩定性指數。- 參考文獻。- 索引。