On the stability of processes defined by stochastic difference- differential equations
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Publication:2531123
DOI10.1016/0022-0396(68)90028-4zbMath0169.11601OpenAlexW2069391041MaRDI QIDQ2531123
Publication date: 1968
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(68)90028-4
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Cites Work
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- On stationary solutions of a stochastic differential equation
- Sufficient conditions for stability and instability of autonomous functional-differential equations
- On the stabilization of unstable motions by additional forces when the feedback loop is incomplete
- Optimal Discounted Stochastic Control for Diffusion Processes
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