Stochastic Stability Of Differential Equations
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Author | : Rafail Khasminskii |
Publisher | : Springer Science & Business Media |
Total Pages | : 353 |
Release | : 2011-09-20 |
Genre | : Mathematics |
ISBN | : 3642232809 |
Download Stochastic Stability of Differential Equations Book in PDF, Epub and Kindle
Since the publication of the first edition of the present volume in 1980, the 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 and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. 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.
Author | : Rafail Khasminskii |
Publisher | : Springer |
Total Pages | : 342 |
Release | : 2011-09-25 |
Genre | : Mathematics |
ISBN | : 9783642232817 |
Download Stochastic Stability of Differential Equations Book in PDF, Epub and Kindle
Since the publication of the first edition of the present volume in 1980, the 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 and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. 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.
Author | : Kai Liu |
Publisher | : CRC Press |
Total Pages | : 311 |
Release | : 2005-08-23 |
Genre | : Mathematics |
ISBN | : 1420034820 |
Download Stability of Infinite Dimensional Stochastic Differential Equations with Applications Book in PDF, Epub and Kindle
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. While the theory of such equations is well establ
Author | : Kai Liu |
Publisher | : Cambridge University Press |
Total Pages | : 277 |
Release | : 2019-05-02 |
Genre | : Mathematics |
ISBN | : 1108626491 |
Download Stochastic Stability of Differential Equations in Abstract Spaces Book in PDF, Epub and Kindle
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. Its core material is divided into three parts devoted respectively to the stochastic stability of linear systems, non-linear systems, and time-delay systems. The focus is on stability of stochastic dynamical processes affected by white noise, which are described by partial differential equations such as the Navier–Stokes equations. A range of mathematicians and scientists, including those involved in numerical computation, will find this book useful. It is also ideal for engineers working on stochastic systems and their control, and researchers in mathematical physics or biology.
Author | : Xuerong Mao |
Publisher | : CRC Press |
Total Pages | : 328 |
Release | : 1994-05-02 |
Genre | : Mathematics |
ISBN | : 9780824790806 |
Download Exponential Stability of Stochastic Differential Equations Book in PDF, Epub and Kindle
This work presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators, detailing various exponential stabilities for stochastic differential equations and large-scale systems. It illustrates the practical use of stochastic stabilization, stochastic destabilization, stochastic flows, and stochastic oscillators in numerous real-world situations.
Author | : HAS'MINSKII. |
Publisher | : |
Total Pages | : |
Release | : |
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Download STOCHASTIC STABILITY OF DIFFERENTIAL EQUATIONS. Book in PDF, Epub and Kindle
Author | : Rong SITU |
Publisher | : Springer Science & Business Media |
Total Pages | : 444 |
Release | : 2006-05-06 |
Genre | : Technology & Engineering |
ISBN | : 0387251758 |
Download Theory of Stochastic Differential Equations with Jumps and Applications Book in PDF, Epub and Kindle
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
Author | : X Mao |
Publisher | : Elsevier |
Total Pages | : 445 |
Release | : 2007-12-30 |
Genre | : Mathematics |
ISBN | : 085709940X |
Download Stochastic Differential Equations and Applications Book in PDF, Epub and Kindle
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. Has been revised and updated to cover the basic principles and applications of various types of stochastic systems Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists
Author | : Leonid Shaikhet |
Publisher | : Springer Science & Business Media |
Total Pages | : 352 |
Release | : 2013-03-29 |
Genre | : Technology & Engineering |
ISBN | : 3319001019 |
Download Lyapunov Functionals and Stability of Stochastic Functional Differential Equations Book in PDF, Epub and Kindle
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.
Author | : R.Z. Has'minskii |
Publisher | : Springer |
Total Pages | : 0 |
Release | : 1981-01-14 |
Genre | : Mathematics |
ISBN | : 9789400991217 |
Download Stochastic stability of differential equations Book in PDF, Epub and Kindle
I am very pleased to witness the printing of an English edition of this book by Noordhoff International Publishing. Since the date of the first Russian edition in 1969 there have appeared no less than two specialist texts devoted at least partly to the problems deal t wi th in the present book (Bunke [4] , Morozan [7]). There have also appeared a large number of research papers on our subject. Also worth mentioning is the monograph of Sagirov [1] containing ap plications of some of the results of this book to cosmology. In the hope of bringing the book somewhat more up to date we have written, jointly with M.B. Nevel'son, an Appendix contain ing an exposition of recent results. Also, we have in some places improved the original text of the book and have made some corrections. Among these changes, the following two are espe cially worth mentioning: A new version of Section 8.4, generaliz ing and simplifying the previous exposition, and a new presenta tion of Theorem 7.4.1 rendering correct the reference to this Theorem in Section 8.5.