Stochastic Stability of Differential Equations

Stochastic Stability of Differential Equations
Author: Rafail Khasminskii
Publisher: Springer Science & Business Media
Total Pages: 353
Release: 2011-09-20
Genre: Mathematics
ISBN: 3642232809

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.

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
Author: X Mao
Publisher: Elsevier
Total Pages: 445
Release: 2007-12-30
Genre: Mathematics
ISBN: 085709940X

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

International Conference on Differential Equations, Berlin, Germany, 1-7 August, 1999

International Conference on Differential Equations, Berlin, Germany, 1-7 August, 1999
Author: Bernold Fiedler
Publisher: World Scientific
Total Pages: 846
Release: 2000
Genre: Differential equations
ISBN: 9789810249885

This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences

Equadiff 99 (In 2 Volumes) - Proceedings Of The International Conference On Differential Equations

Equadiff 99 (In 2 Volumes) - Proceedings Of The International Conference On Differential Equations
Author: Bernold Fiedler
Publisher: World Scientific
Total Pages: 838
Release: 2000-09-05
Genre: Mathematics
ISBN: 9814522163

This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences.

Stochastic Differential Equations with Markovian Switching

Stochastic Differential Equations with Markovian Switching
Author: Xuerong Mao
Publisher: Imperial College Press
Total Pages: 430
Release: 2006
Genre: Mathematics
ISBN: 1860947018

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

Differential Equations

Differential Equations
Author: K.D. Elworthy
Publisher: Routledge
Total Pages: 984
Release: 2017-11-22
Genre: Mathematics
ISBN: 1351455214

Presents recent developments in the areas of differential equations, dynamical systems, and control of finke and infinite dimensional systems. Focuses on current trends in differential equations and dynamical system research-from Darameterdependence of solutions to robui control laws for inflnite dimensional systems.

Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications
Author: D. Kannan
Publisher: CRC Press
Total Pages: 800
Release: 2001-10-23
Genre: Mathematics
ISBN: 9780824706609

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Differential Equations and Control Theory

Differential Equations and Control Theory
Author: Z. Deng
Publisher: CRC Press
Total Pages: 546
Release: 2020-11-25
Genre: Mathematics
ISBN: 100014853X

This work presents the proceedings from the International Conference on Differential Equations and Control Theory, held recently in Wuhan, China. It provides an overview of current developments in a range of topics including dynamical systems, optimal control theory, stochastic control, chaos, fractals, wavelets and ordinary, partial, functional and stochastic differential equations.