Springer - Stochastic Stability Of Differential Equations, 2ed 2012.pdf

Springer - Stochastic Stability Of Differential Equations, 2ed 2012.pdf

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1、StochasticMechanicsStochasticModellingRandomMediaandAppliedProbabilitySignalProcessingandImageSynthesis(Formerly:MathematicalEconomicsandFinanceApplicationsofMathematics)StochasticOptimizationStochasticControlStochasticModelsinLifeSciences66EditedbyB.Rozovski˘ıP.W.Glyn

2、nAdvisoryBoardM.HairerI.KaratzasF.P.KellyA.KyprianouY.LeJanB.ØksendalG.PapanicolaouE.PardouxE.PerkinsH.M.SonerForfurthervolumes:http://www.springer.com/series/602RafailKhasminskiiStochasticStabilityofDifferentialEquationsWithcontributionsbyG.N.MilsteinandM.B.NevelsonCo

3、mpletelyRevisedandEnlarged2ndEditionRafailKhasminskiiMathematicsDepartment1150Faculty/AdministrationBuildingWayneStateUniversityW.Kirby656Detroit,MI48202USArafail@math.wayne.eduandInstituteforInformationTransmissionProblemsRussianAcademyofSciensesBolshoiKaretnyper.19,M

4、oscowRussiaManagingEditorsBorisRozovski˘iPeterW.GlynnDivisionofAppliedMathematicsInstituteofComputationalBrownUniversityandMathematicalEngineering182GeorgeStStanfordUniversityProvidence,RI02912ViaOrtega475USAStanford,CA94305-4042rozovsky@dam.brown.eduUSAglynn@stanford.

5、eduISSN0172-4568StochasticModellingandAppliedProbabilityISBN978-3-642-23279-4e-ISBN978-3-642-23280-0DOI10.1007/978-3-642-23280-0SpringerHeidelbergDordrechtLondonNewYorkLibraryofCongressControlNumber:2011938642MathematicsSubjectClassification(2010):60-XX,62MxxOriginallyp

6、ublishedinRussian,byNauka,Moscow1969.1stEnglished.published1980underR.Z.Has’minskiintheseriesMechanics:AnalysisbySijthoff&Noordhoff.©Springer-VerlagBerlinHeidelberg2012Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,speci

7、ficallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscur

8、rentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrig

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