Stability with probability 1 of system of linear stochastic differential equations

DOI10.1007/BF01056858MaRDI QIDQ3692565zbMATH OpenFDO

Authors I. A. Rudomino-Dusyatskaya

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01056858

zbMATH Keywords

linear stochastic differential equationNecessary and sufficient conditions for stability with probability 1

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4020995
• Stability with probability 1 of solutions of systems of linear stochastic differential-difference Itô equations
• scientific article; zbMATH DE number 4124725
• scientific article; zbMATH DE number 4006877
• Algebraic criteria and sufficient conditions for asymptotic stability and boundedness with probability 1 for the solutions of a system of linear stochastic difference equations

Cited in

(11)

• Stability of a class of stochastic differential systems
• Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations
• On the stability of the linear Skorokhod problem in an orthant
• Characterization of stochastic processes which stabilize linear companion form systems.
• Conditions of stability of a linear system under frequency fluctuations
• On stability with probability one of one class of linear stochastic systems
• scientific article; zbMATH DE number 3903630 (Why is no real title available?)
• scientific article; zbMATH DE number 4124725 (Why is no real title available?)
• scientific article; zbMATH DE number 2066162 (Why is no real title available?)
• On stability of linear stochastic differential equations
• Stability estimates of linear stochastic systems

This page was built for publication: Stability with probability 1 of system of linear stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3692565)