Bounded solutions of affine stochastic differential equations and stability

DOI10.21136/CPM.1986.118271MaRDI QIDQ3744993zbMATHOpenAlexFDO

Authors Aristide Halanay, Toader Morozan, Constantin Tudor

Publication date 1986

Full work available at URL https://eudml.org/doc/21637

zbMATH Keywords

exponential stability in mean squareaffine Ito equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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