Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations

DOI10.1017/S0027763000014951MaRDI QIDQ5627469zbMATH OpenFDO

Authors Yoshio Miyahara

Publication date 1972

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory for ordinary differential equations (34D99)

Cites work

• Liapunov criteria for weak stochastic stability
• On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations

Cited in

(7)

• Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays
• Stochastic stabilization of rigid body motion of a spacecraft on SE(3)
• Resident-invader dynamics of similar strategies in fluctuating environments
• Ultimate boundedness and weak recurrence of stochastic evolution equations
• Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems
• Controllability of linear stochastic systems
• Stochastic semilinear evolution equations: Lyapunov function, stability, and ultimate boundedness

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