Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Paperback)

Introduction to Unstable Processes and Their Asymptotic Behavior.- Convergence of Unstable Solutions of SDEs to Homogeneous Markov Processes with Discontinuous Transition Density.- Asymptotic Analysis of Equations with Ergodic and Stochastically Unstable Solutions.- Asymptotic Behavior of Integral Functionals of Stochastically Unstable Solutions.- Asymptotic Behavior of Homogeneous Additive Functionals Defined on the Solutions of Ito SDEs with Non-regular Dependence on a Parameter.- Asymptotic Behavior of Homogeneous Additive Functionals of the Solutions to Inhomogeneous Ito SDEs with Non-regular Dependence on a Parameter.- A Selected Facts and Auxiliary Results.- References.