Asymptotic Methods in the Theory of Stochastic Differential Equations ( Translations of Mathematical Monographs )

Publication series : Translations of Mathematical Monographs

Author: A. V. Skorokhod  

Publisher: American Mathematical Society‎

Publication year: 2018

E-ISBN: 9781470444921

P-ISBN(Paperback): 9780821845318

Subject: O211.63 Stochastic Differential Equations

Keyword: 数学

Language: ENG

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Asymptotic Methods in the Theory of Stochastic Differential Equations

Chapter

Title page

Contents

Foreword

List of Notation

Introduction

Ergodic theorems

Asymptotic Behavior of Systems of Stochastic Equations Containing a Small Parameter

Stability. Linear Systems

Linear Stochastic Equations in Hilbert Space. Stochastic Semigroups. Stability

Bibliography

Back Cover

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