Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations

DOI10.1017/S0027763000014951zbMATH Open0222.60036MaRDI QIDQ5627469FDOQ5627469

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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