Algebraic coefficient conditions for absolute (not depending on delay) asymptotic stability with probability 1, for solutions of a system of linear stochastic Itô equations with contagion

DOI10.1007/BF01057440zbMath0601.60062MaRDI QIDQ1081209

D. G. Korenevskii

Publication date: 1985

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

zbMATH Keywords

Itô's formulaasymptotically stableLyapunov-Krasovskij quadratic functional

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05)

Cites Work

• On the stability of processes defined by stochastic difference- differential equations
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