Algebraic conditions for the absolute stability with probability 1 of the solutions of systems of linear stochastic Itô equations with aftereffect. The case of a vector Wiener process and several delays

DOI10.1007/BF01056751zbMath0603.60055MaRDI QIDQ1082714

D. G. Korenevskii

Publication date: 1986

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

zbMATH Keywords

asymptotic stabilityLyapunov-Krasovskij functionallinear difference-differential stochastic Itô equationssufficient stability conditions

Mathematics Subject Classification ID

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

Related Items (2)

Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations ⋮ Algebraic criterion for absolute stability (with respect to the nonlinearity) of stochastic discrete automatic control systems with nonlinear feedback

Cites Work

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

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