روش‌های حدی در نظریه معادلات دیفرانسیل تصادفی (ترجمه‌های مونوگراف‌های ریاضی)

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 Il'ich 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. 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. A.v. Skorokhod ; [translated From The Russian By H.h. Mcfaden ; Translation Edited By Ben Silver]. Translation Of: Asimptoticheskie Metody Teorii Stokhasticheskikh Different︠s︡ialʹnykh Uravneniĭ. Includes Bibliographical References (p. 333-339).