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Random Differential Equations in Science and Engineering

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Author(s): T.T. Soong
Series: Mathematics in Science and Engineering
Edition: 1
Publisher: Academic Press
Year: 1973

Language: English
Pages: 340
City: New York;London
Tags: Математика;Дифференциальные уравнения;

Chapter 1. Introduction;
Chapter 2. Probability and Random Variables: A Review;
Chapter 3. Stochastic Processes and Their Classifications;
Chapter 4. Stochastic Limits and Calculus in Mean Square;
Chapter 5. Random Ordinary Differential Equations;
Chapter 6. Differential Equations with Random Initial Conditions;
Chapter 7. Differential Equations with Random Inhomogeneous Parts;
Chapter 8. Differential Equations with Random Coefficients;
Chapter 9. Stochastic Stability.