The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty (Q1665415)
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scientific article; zbMATH DE number 6926108
| Language | Label | Description | Also known as |
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| English | The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty |
scientific article; zbMATH DE number 6926108 |
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The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty (English)
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27 August 2018
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Summary: This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô's systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient's uncertainty.
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