Algorithm constructing a perturbation of Lyapunov's function in stability analysis for small stochastic effects

zbMath0645.60062MaRDI QIDQ1103270

Vladimir V. Balandin

Publication date: 1986

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

stationary pointasymptotic time intervalsperturbations of Lyapunov functionsstability analysis of Ito stochastic equations with a small parameter

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)

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