Comparison theorem and error estimates of stochastic differential systems∗

DOI10.1080/07362998508809052MaRDI QIDQ3676914zbMATH OpenOpenAlexFDO

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

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

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Cites work

• A technique in perturbation theory
• Error estimates of solutions and mean of solutions of stochastic differential systems
• scientific article; zbMATH DE number 3774846 (Why is no real title available?)
• scientific article; zbMATH DE number 3774847 (Why is no real title available?)
• scientific article; zbMATH DE number 3282899 (Why is no real title available?)
• 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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(9)

• Similarity quantification for linear stochastic systems: a coupling compensator approach
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• Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations
• scientific article; zbMATH DE number 124817 (Why is no real title available?)
• scientific article; zbMATH DE number 166122 (Why is no real title available?)
• scientific article; zbMATH DE number 2023336 (Why is no real title available?)
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
• Error estimates for random boundary value problems with applications to a hanging cable problem

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