Exponential stability of stochastic differential equations

✍ Scribed by Thomson, Brian S

• Publisher: Dekker, CRC Press
• Year: 1994
• Tongue: English
• Leaves: 327
• Series: Monographs and textbooks in pure and applied mathematics 183
• Edition: 0
• Category: Library

✦ Synopsis

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

Content: 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.