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

 
9780821846865: 78: Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs)
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Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.

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Text: English (translation)
Original Language: Russian

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