Algebraic criteria and sufficient conditions for asymptotic stability and boundedness with probability 1 for the solutions of a system of linear stochastic difference equations

DOI10.1007/BF01057295zbMath0632.60055MaRDI QIDQ1095497

D. G. Korenevskii

Publication date: 1986

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

zbMATH Keywords

asymptotic stabilitylinear stochastic difference equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Stability and positive supermartingales
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