TY - BOOK ID - 7542099 TI - Stochastic stability of differential equations AU - Khasminskii, Rafail. AU - Milshtein, G. N. AU - Nevelson, M. B. PY - 2011 SN - 1283369648 9786613369642 3642232809 3642232795 9783642232794 9783642232800 PB - New York : Springer, DB - UniCat KW - Mathematics. KW - Probabilities. KW - Mechanics. KW - Probability Theory and Stochastic Processes. KW - Classical mechanics KW - Newtonian mechanics KW - Physics KW - Dynamics KW - Quantum theory KW - Probability KW - Statistical inference KW - Combinations KW - Mathematics KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Math KW - Science KW - Stochastic differential equations. KW - Differential equations. KW - Stochastic systems. KW - Systems, Stochastic KW - Stochastic processes KW - System analysis KW - 517.91 Differential equations KW - Differential equations KW - Fokker-Planck equation KW - Lyapunov exponents. KW - Distribution (Probability theory). KW - Qualitative theory. KW - Distribution (Probability theory. KW - Classical Mechanics. KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities UR - https://www.unicat.be/uniCat?func=search&query=sysid:7542099 AB - 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. ER -