Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations

DOI10.1137/0121044zbMath0254.60038OpenAlexW2019980044MaRDI QIDQ5667829

Frank Kozin, S. Prodromou

Publication date: 1971

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0121044

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

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