Stability with probability 1 of systems of linear stochastic differential equations

DOI10.1007/BF01056858MaRDI QIDQ1113201zbMATH OpenFDO

Authors I. A. Rudomino-Dusyatskaya

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01056858

zbMATH Keywords

linear stochastic differential equationnecessary and sufficient conditions for stability with probability 1

Mathematics Subject Classification ID

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

Review text

See the review in Zbl 0573.60050.

Cited in

(3)

• Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations
• On the stability of the linear Skorokhod problem in an orthant
• scientific article; zbMATH DE number 4124725 (Why is no real title available?)

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