Exponential stability of stochastic differential equations
Author(s)
Bibliographic Information
Exponential stability of stochastic differential equations
（Monographs and textbooks in pure and applied mathematics, 182）
M. Dekker, c1994
Available at / 48 libraries
-
Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc20:519.2/m322070295213
-
No Libraries matched.
- Remove all filters.
Note
Bibliogrphy: p. 295-304
Includes index
Description and Table of Contents
Description
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.
Table of Contents
- 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.
by "Nielsen BookData"
