5 edition of **Stochastic Stability of Differential Equations** found in the catalog.

- 390 Want to read
- 37 Currently reading

Published
**2012**
by Springer-Verlag Berlin Heidelberg in Berlin, Heidelberg
.

Written in English

- Mechanics,
- Mathematics,
- Distribution (Probability theory)

**Edition Notes**

Statement | by Rafail Khasminskii |

Series | Stochastic Modelling and Applied Probability -- 66 |

Contributions | SpringerLink (Online service) |

The Physical Object | |
---|---|

Format | [electronic resource] / |

ID Numbers | |

Open Library | OL25548117M |

ISBN 10 | 9783642232794, 9783642232800 |

Summary Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. Stochastic Differential Equations: A Dynamical Systems Approach Blane Jackson Hollingsworth Doctor of Philosophy, (B.S., University of Alabama in Huntsville, ) (M.A., University of Alabama in Huntsville, ) Typed Pages Directed by Paul Schmidt The relatively new subject of stochastic diﬁerential equations has.

Mao, Xuerong () Exponential stability of stochastic differential equations. Marcel Dekker. ISBN Full text not available in this repository. Abstract. This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential stabilities for Cited by: An ordinary differential equation (ODE) is an equation containing an unknown function of one real or complex variable x, its derivatives, and some given functions of unknown function is generally represented by a variable (often denoted y), which, therefore, depends on x is often called the independent variable of the equation. The term "ordinary" is used in contrast .

A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential equations and to have at least an intuitive feel for the concept of a random variable; however, no knowledge of advanced probability theory or stochastic processes is by: stochastic process (Brownian motion and his basic properties), stochastic differential equation and an existence and uniqueness of solution of these equations, were mentioned in Student EEICT [8]. It was taken from B. Øksendal [7] and E. Koláˇrová [5]. In this paper we focus on the description of the stochastic stability. The stability.

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About this book Introduction To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature.

Since the publication of the first edition of the present volume inthe stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary 5/5(1).

Stochastic Stability of Differential Equations (Stochastic Modelling and Applied Probability Book 66) - Kindle edition by Khasminskii, Rafail, Milstein, Grigori Noah. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Stochastic Stability of Differential Equations (Stochastic Modelling 5/5(1).

Since the publication of the first edition of the present volume inthe stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering.

To date exact formulas for the Lyapunov exponent, the. Stochastic Stability of Differential Equations book. Read reviews from world’s largest community for : The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book.

It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological problems.

Markov processes and stochastic differential equations Ergodic properties of solutions of stochastic equations Stability of stochastic differential equations Systems of linear stochastic equations Some special problems in the theory of stability of SDE's Problem 6 is a stochastic version of F.P.

Ramsey’s classical control problem from In Chapter X we formulate the general stochastic control prob-lem in terms of stochastic diﬁerential equations, and we apply the results of Chapters VII and VIII to show that the problem can be reduced to solvingFile Size: 1MB.

Publisher Summary. This chapter presents some general nonattainability theorems. If ξ(t) is a solution of a stochastic differential system in R n and if M is a closed set in R n such that Px {ξ (t) ∈ M for some t > 0} = 0 whenever x ∉ M, then M is non-attainable by the process ξ (t).A two-sided obstacle is non-attainable, and the reason for this is that as the normal diffusion and.

Additional Physical Format: Online version: Khasʹminskiĭ, R.Z. (Rafail Zalmanovich). Stochastic stability of differential equations. Alphen aan den Rijn. Stochastic Stability of Differential Equations by Rafail Khasminskii,available at Book Depository with free delivery worldwide.

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic are used to model various phenomena such as unstable stock prices or physical systems subject to thermal lly, SDEs contain a variable which represents random white noise.

Stability of Stochastic Differential Equations with Respect to Semimartingales book. Read reviews from world’s largest community for s: 1. Stochastic Stability of Differential Equations. by Rafail Khasminskii,Grigori Noah Milstein.

Stochastic Modelling and Applied Probability (Book 66) Thanks for Sharing. You submitted the following rating and review. We'll publish them Brand: Springer Berlin Heidelberg. Thus it is very important to study the stability of solutions of Itô equations since this is equivalent to the study of stability of systems perturbed by white noise.

Generalization of well known results on stability and instability for the deterministic ODE in Cited by: This book offers a systematic presentation of the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces.

The treatment includes a review of basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic.

Stochastic Stability of Differential Equations Rafail Khasminskii (auth.) Since the publication of the first edition of the present volume inthe stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering.

Differential Equations Books: This elementary text-book on Ordinary Differential Equations, is an attempt to present as much of the subject as is necessary for the beginner in Differential Equations, or, perhaps, for the student of Technology who will not make a specialty of pure Mathematics.

An Introduction to Stochastic Differential. Stochastic Differential Equations and Applications. Book • 2nd Edition • Authors: Xuerong Mao. Stability of Stochastic Differential Equations. Pages Select 5 - Stochastic Functional Differential Equations with much on theory and applications not previously available in book form.

The text is also useful as a reference. For example, ordinary differential equations are used to represent the power dynamics of PVs, WTGs and loads in e.g., [4,9,24,25], while stochastic differential equations [26] are used to Author: Xuerong Mao.

Regularity of the Solution Stationary and Periodic Solutions of Stochastic Differential Equations Stochastic Equations and Partial Differential Equations is part of Springer Science+Business Media () Preface to the Second Edition After the publication of the first edition of this book, stochastic stability [email protected]{osti_, title = {Stochastic differential equations}, author = {Sobczyk, K.}, abstractNote = {This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations.

It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical .In a recent book (Exponential Stability of Stochastic Differential Equations, Marcel Dekker: New York, ), Mao presented a systematic statement on the topic of exponential stability of.