Stability in the mean square of a system of stochastic differential equations
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Publication:5621586
DOI10.1016/0021-8928(67)90038-XzbMath0217.40403MaRDI QIDQ5621586
G. N. Mil'shtejn, Yu. M. Repin
Publication date: 1967
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-8928(67)90038-x
34A30: Linear ordinary differential equations and systems
34F05: Ordinary differential equations and systems with randomness
34D99: Stability theory for ordinary differential equations
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