Exponential stability of stochastic differential equations

書誌事項

Exponential stability of stochastic differential equations

Xuerong Mao

(Monographs and textbooks in pure and applied mathematics, 182)

M. Dekker, c1994

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注記

Bibliogrphy: p. 295-304

Includes index

内容説明・目次

内容説明

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.

目次

  • Semimartingales with Spatial Parameters and Stochastic Integrals
  • Stochastic Differential Equations
  • Stochastic Differential Delay Equations
  • Exponential Stability of Stochastic Differential Equations
  • Almost Sure Exponential Stability of Stochastic Differential Delay Equations
  • Moment Exponential Stability of Stochastic Differential Delay Equations
  • Exponential Stability of Stochastic Differential Equations with Small Time Lags
  • Exponential Stability of Large-Scale Stochastic Differential Delay Systems.

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