Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory

DOI10.24144/2616-7700.2020.1(36).55-64MaRDI QIDQ6600512zbMATH OpenFDO

Authors V. K. Yasyns'kyj, Svitlana V. Antonyuk

Publication date 9 September 2024

Published in Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

Full work available at URL https://doi.org/10.24144/2616-7700.2020.1(36).55-64

zbMATH Keywords

Ito-Skorokhod stochastic dynamic systemLyapunov-Krasovsky operatorMarkov switchingmean square stabilitystochastic system of random structure

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Existence of \(l\)-th moment of solution of Ito-Skorokhod stochastic dynamic systems of random structure with external disturbances and all prehistory

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