Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
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Publication:639243
DOI10.1007/978-3-642-23280-0zbMath1241.60002OpenAlexW1579485993MaRDI QIDQ639243
Publication date: 19 September 2011
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-23280-0
stochastic differential equationLyapunov functionstochastic stabilitystationary processstability indexrandom differential equationmoment Lyapunov exponentperiodic process
Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stable stochastic processes (60G52) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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