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

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

Cited in

(16)

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

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