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Stochastic stability of a class of nonlinear differential equations of Ito type - MaRDI portal

Stochastic stability of a class of nonlinear differential equations of Ito type (Q1103969)

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scientific article; zbMATH DE number 4054735
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Stochastic stability of a class of nonlinear differential equations of Ito type
scientific article; zbMATH DE number 4054735

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    Stochastic stability of a class of nonlinear differential equations of Ito type (English)
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    1987
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    Translation from Sib. Mat. Zh. 28, No.3(163), 35-50 (Russian) (1987; Zbl 0625.60067).
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    mean square stability
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    global asymptotics
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    Lyapunov functional
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    stochastic optimal control
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