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Exponential Stability of Stochastic Differential Equations
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Pages: 328
Authors: Xuerong Mao
Categories: Mathematics
Type: BOOK - Published: 1994-05-02 - Publisher: CRC Press

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This work presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators, detailing various expo
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Categories: Mathematics
Type: BOOK - Published: 2011-09-20 - Publisher: Springer Science & Business Media

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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 o
Stochastic Functional Differential Equations
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Pages: 268
Authors: S. E. A. Mohammed
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Type: BOOK - Published: 1984 - Publisher: Pitman Advanced Publishing Program

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Stochastic Differential Equations with Markovian Switching
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Type: BOOK - Published: 2006 - Publisher: Imperial College Press

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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic prin
Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
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Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Function