Faithin Omaha eBook Collection

Stochastic Stability and Control

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject o

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublishe

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st