Stochastic stability of a class of nonlinear differential equations of Ito type (Q1103969)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic stability of a class of nonlinear differential equations of Ito type |
scientific article |
Statements
Stochastic stability of a class of nonlinear differential equations of Ito type (English)
0 references
1987
0 references
Translation from Sib. Mat. Zh. 28, No.3(163), 35-50 (Russian) (1987; Zbl 0625.60067).
0 references
mean square stability
0 references
global asymptotics
0 references
Lyapunov functional
0 references
stochastic optimal control
0 references
