On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix

DOI10.1134/S0012266118020064zbMATH Open1395.34065OpenAlexW2802899219WikidataQ115250789 ScholiaQ115250789MaRDI QIDQ721865FDOQ721865

Authors E. S. Palamarchuk

Publication date 20 July 2018

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0012266118020064

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

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Cited in

(7)

• On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process
• Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional
• Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
• Optimal superexponential stabilization of solutions of linear stochastic differential equations
• On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
• On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity

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