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)

zbMATH Keywords

Markov switchingmean square stabilityIto-Skorokhod stochastic dynamic systemLyapunov-Krasovsky operatorstochastic system of random structure

Mathematics Subject Classification ID

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

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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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