Stability of solutions of stochastic differential equations

DOI10.1007/BF00966424zbMATH Open0555.60037OpenAlexW2091344924MaRDI QIDQ760713FDOQ760713

Authors: Vigirdas Mackevičius 

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00966424

zbMATH Keywords

existenceuniquenessstability of a solutionstability of a symmetric solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites Work

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• On the gap between deterministic and stochastic ordinary differential equations
• A simple construction of certain diffusion processes
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• On the Convergence of Ordinary Integrals to Stochastic Integrals
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• An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
• A formal approach to stochastic integration and differential equations
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Cited In (16)

• Title not available (Why is that?)
• On the stability of solutions to conformable stochastic differential equations
• Title not available (Why is that?)
• Stability of stochastic differential equations driven by multifractional Brownian motion
• Absolute stability of a stochastic evolution equationt†
• The stability problem for functional stochastic Equations
• Stability of solutions to Sturm-Liouville diffusion equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean stability of a stochastic difference equation
• Stability of solutions of BSDEs with random terminal time
• Stability Radii of Some Stochastic Differential Equations
• Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign
• Title not available (Why is that?)
• Title not available (Why is that?)

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