On stability of linear stochastic differential equations

DOI10.1515/ROSE.1995.3.4.333MaRDI QIDQ4868743zbMATH OpenOpenAlexFDO

Authors Yevgeny Tsarkov, Lambros S. Katafygiotis

Publication date 16 September 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1995.3.4.333

zbMATH Keywords

linearmean square stablestochastic differential equationstochastic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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