Stochastic Stability of Differential Equations
Khasminskii, Rafail, Milstein, Grigori Noah
- 出版商: Springer
- 出版日期: 2013-11-27
- 售價: $5,580
- 貴賓價: 9.5 折 $5,301
- 語言: 英文
- 頁數: 342
- 裝訂: Quality Paper - also called trade paper
- ISBN: 364227028X
- ISBN-13: 9783642270284
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
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.
