Stability in mean square of a linear stochastic differential equation

DOI10.1007/BF01849539MaRDI QIDQ1313634zbMATH OpenOpenAlexWikidataFDO

Authors I. M. Sulima, K. G. Valeev

Publication date 2 March 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01849539

zbMATH Keywords

stabilitylinear first-order differential equationstability in square mean

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic analysis (60H99)

Cited in

(9)

• scientific article; zbMATH DE number 5631175 (Why is no real title available?)
• scientific article; zbMATH DE number 2169865 (Why is no real title available?)
• On the stability of the linear Skorokhod problem in an orthant
• scientific article; zbMATH DE number 4042976 (Why is no real title available?)
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
• Mean stability of a stochastic difference equation
• On the stability in the quadratic mean of stochastic dynamical systems
• scientific article; zbMATH DE number 2169275 (Why is no real title available?)
• Mean square differentiability with respect to the coefficients of solutions of stochastic differential equations

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