scientific article; zbMATH DE number 6379281

MaRDI QIDQ2933286zbMATH OpenFDO

Authors Taras O. Lukashiv, V. K. Yasyns'kyj

Publication date 10 December 2014

zbMATH Keywords

stochastic differential equationasymptotic stochastic stability problemItô-Skorokhod differential equation

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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Cited in

(2)

• Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory
• On asymptotic behaviour of solutions of systems of stochastic differential difference equations with Markov parameters

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