Stability with probability 1 of systems of linear stochastic differential equations

DOI10.1007/BF01056858zbMath0661.60076MaRDI QIDQ1113201

I. A. Rudomino-Dusyatskaya

Publication date: 1985

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

zbMATH Keywords

linear stochastic differential equationnecessary and sufficient conditions for stability with probability 1

Mathematics Subject Classification ID

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

Cites Work

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