On the stability of processes defined by stochastic difference- differential equations

DOI10.1016/0022-0396(68)90028-4zbMath0169.11601OpenAlexW2069391041MaRDI QIDQ2531123

Harold J. Kushner

Publication date: 1968

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(68)90028-4

zbMATH Keywords

ordinary differential equations

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Cites Work

• On stationary solutions of a stochastic differential equation
• Sufficient conditions for stability and instability of autonomous functional-differential equations
• On the stabilization of unstable motions by additional forces when the feedback loop is incomplete
• Optimal Discounted Stochastic Control for Diffusion Processes
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