Liapunov criteria for weak stochastic stability
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Cites work
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Cited in
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- Optimal stationary linear control of the Wiener process
- L^p(R₀)\;(p 1) stability in the mean m(m 1) of a class of stochastic Volterra integral equations
- Stochastic semilinear evolution equations: Lyapunov function, stability, and ultimate boundedness
- Expansions in nearly linear stochastic dynamical problems
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- Regularity and recurrence of switching diffusions
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- A Liapunov method for the estimation of statistical averages
- The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
- Stationary probability measures for linear differential equations driven by white noise
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- On the notion of weak stability and related issues of hybrid diffusion systems
- Mean stochastic comparison of diffusions
- Stochastic global stability of a random feed-back system
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- Ultimate boundedness and weak recurrence of stochastic evolution equations
- Stability analysis for stochastic hybrid systems: a survey
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- Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations
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- Dynamics of a multi-species lottery competition model in stochastic environments
- Stochastic bifurcation
- Stochastic bifurcation
- Stability of coupled jump diffusions and applications
- On a stochastic generalized delayed SIR model with vaccination and treatment
- Convex operator-theoretic methods in stochastic control
- Stationary distribution and extinction in the stochastic model of human immune system response to COVID-19 virus under regime switching
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