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© 2012

Stochastic Stability of Differential Equations

Book

Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 66)

Table of contents

  1. Front Matter
    Pages I-XVII
  2. Rafail Khasminskii
    Pages 145-176
  3. Rafail Khasminskii
    Pages 177-226
  4. Rafail Khasminskii
    Pages 253-263
  5. Back Matter
    Pages 265-339

About this book

Introduction

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.

Keywords

60-XX, 62Mxx, Lyapunov exponent mechanical systems random perturbations stochastic differential equations

Authors and affiliations

  1. 1.Mathematics Department, 1150 Faculty/Administration BuildingWayne State UniversityDetroitUSA

Bibliographic information

  • Book Title Stochastic Stability of Differential Equations
  • Authors Rafail Khasminskii
  • Series Title Stochastic Modelling and Applied Probability
  • DOI https://doi.org/10.1007/978-3-642-23280-0
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Hardcover ISBN 978-3-642-23279-4
  • Softcover ISBN 978-3-642-27028-4
  • eBook ISBN 978-3-642-23280-0
  • Series ISSN 0172-4568
  • Edition Number 2
  • Number of Pages XVIII, 342
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Additional Information Originally published in Russian, by Nauka, Moskow 1969. 1st English ed. published 1980 under R.Z. Has'minski in the series Mechanics: Analysis by Sijthoff & Noordhoff.
  • Topics Probability Theory and Stochastic Processes
    Classical Mechanics
  • Buy this book on publisher's site
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Reviews

From the reviews of the second edition:

“Even more than 40 years after the publication of the first Russian edition, this monograph is still an excellent source for graduate students and researchers … . It is a great introduction to the subject of stochastic stability. Important concepts … are carefully explained, and many different types of stochastic stability are studied. … valuable reference for researchers -- not only researchers in mathematics, but in fact it should also be useful for engineers and physicists interested in stability of systems subject to random forcing.” (Nicolas Perkowski, Zentralblatt MATH, Vol. 1241, 2012)

“This is a comprehensive compendium of results on the stability of stochastic dynamical systems, being the second edition of the English translation of the original Russian work written by a researcher who has made a dominant contribution to the topic. … The bulk of the original text, however, is retained as such. … some of the material here is not often found in standard texts, and this book serves as a valuable source for it.” (Vivek S. Borkar, Mathematical Reviews, January, 2013)