Asymptotic \(2p\)-moment stability of stochastic linear systems (Q1976701)

For a multidimensional linear Itô equation depending on a parameter, the authors develop new simplified \(2p\)-moment stability conditions. They consider the system of differential equations satisfied by \(2p\)-moments and show that there exists its real eigenvalue which is an upper bound of the real parts of all its eigenvalues. Thus, the \(2p\)-moment stability (or instability) is determined by the sign of this eigenvalue and can be examined (and is examined) by computing the real eigenvalues only.