Comparison theorem and error estimates of stochastic differential systems∗

DOI10.1080/07362998508809052zbMATH Open0563.60054OpenAlexW2029929218MaRDI QIDQ3676914FDOQ3676914

Authors: M. Sambandham, G. S. Ladde, V. Lakshmikantham 

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809052

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zbMATH Keywords

error estimatesstability of a stochastic system relative to the corresponding deterministic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15)

Cites Work

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• Random differential inequalities
• Stochastic versus deterministic
• On the fundamental theory of nonlinear second order stochastic boundary value problems
• Error estimates of solutions and mean of solutions of stochastic differential systems
• Stochastic Analysis of a Compressible Gas Lubrication Slider Bearing Problem
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• Two-point boundary value problems containing a finite number of random variables
• A technique in perturbation theory
• Stability of the roots of random algebraic polynomials

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
• Title not available (Why is that?)
• Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations
• Error estimates for random boundary value problems with applications to a hanging cable problem
• Similarity quantification for linear stochastic systems: a coupling compensator approach
• Title not available (Why is that?)

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