Comparison theorem and error estimates of stochastic differential systems∗

DOI10.1080/07362998508809052MaRDI QIDQ3676914zbMATHOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 3282899 (Why is no real title available?)
• A technique in perturbation theory
• Error estimates of solutions and mean of solutions of stochastic differential systems
• On the fundamental theory of nonlinear second order stochastic boundary value problems
• Random differential inequalities
• Stability of the roots of random algebraic polynomials
• Stochastic Analysis of a Compressible Gas Lubrication Slider Bearing Problem
• Stochastic versus deterministic
• Two-point boundary value problems containing a finite number of random variables

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• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
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