Stability of solutions of stochastic differential equations

DOI10.1007/BF00966424MaRDI QIDQ760713zbMATH OpenOpenAlexFDO

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

existencestability of a solutionstability of a symmetric solutionuniqueness

Mathematics Subject Classification ID

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

Review text

Translation from Litov. Mat. Sb. 22, No.3, 128-134 (Russian) (1982; Zbl 0512.60042).

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Cited in

(16)

• Stability of stochastic differential equations driven by multifractional Brownian motion
• Absolute stability of a stochastic evolution equationt†
• Stability of solutions to Sturm-Liouville diffusion equations
• scientific article; zbMATH DE number 24778 (Why is no real title available?)
• scientific article; zbMATH DE number 66349 (Why is no real title available?)
• The stability problem for functional stochastic Equations
• scientific article; zbMATH DE number 1247471 (Why is no real title available?)
• scientific article; zbMATH DE number 1290065 (Why is no real title available?)
• scientific article; zbMATH DE number 6874599 (Why is no real title available?)
• Stability Radii of Some Stochastic Differential Equations
• scientific article; zbMATH DE number 774064 (Why is no real title available?)
• On the stability of solutions to conformable stochastic differential equations
• scientific article; zbMATH DE number 2203955 (Why is no real title available?)
• Stability of solutions of BSDEs with random terminal time
• Mean stability of a stochastic difference equation
• Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign

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