Matrix algebra criteria and sufficient conditions for asymptotic stability and boundedness with probability 1 of the solutions of a system of linear stationary integrodifferential stochastic Itô equations

DOI10.1007/BF01056644zbMath0661.60077OpenAlexW2050147742MaRDI QIDQ1113202

D. G. Korenevskii

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bf01056644

zbMATH Keywords

stochastic equationsboundednessasymptotic stabilityperturbed systemalmost sure stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Cites Work

• Unnamed Item
• Perturbed Volterra equations
• Construction of Ljapunov functionals for Volterra equations
• A Liapunov functional for linear Volterra integro-differential equations
• On the Numerical Solution of Degenerate Linear and Nonlinear Elliptic Boundary Value Problems

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