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This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.
This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.
Completely revised and enlarged second edition
Important new results are contained
Useful for researchers and for students in graduate courses
Includes supplementary material: [...]
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.- [...] 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.
| Erscheinungsjahr: | 2011 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Stochastic Modelling and Applied Probability |
| Inhalt: |
xviii
342 S. |
| ISBN-13: | 9783642232794 |
| ISBN-10: | 3642232795 |
| Sprache: | Englisch |
| Herstellernummer: | 80074613 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Khasminskii, Rafail |
| Auflage: | 2nd ed. 2012 |
| Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
| Maße: | 241 x 160 x 25 mm |
| Von/Mit: | Rafail Khasminskii |
| Erscheinungsdatum: | 21.09.2011 |
| Gewicht: | 0,705 kg |
Completely revised and enlarged second edition
Important new results are contained
Useful for researchers and for students in graduate courses
Includes supplementary material: [...]
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.- [...] 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.
| Erscheinungsjahr: | 2011 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Stochastic Modelling and Applied Probability |
| Inhalt: |
xviii
342 S. |
| ISBN-13: | 9783642232794 |
| ISBN-10: | 3642232795 |
| Sprache: | Englisch |
| Herstellernummer: | 80074613 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Khasminskii, Rafail |
| Auflage: | 2nd ed. 2012 |
| Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
| Maße: | 241 x 160 x 25 mm |
| Von/Mit: | Rafail Khasminskii |
| Erscheinungsdatum: | 21.09.2011 |
| Gewicht: | 0,705 kg |
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