Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations

DOI10.1007/BF01056419zbMath0666.93123MaRDI QIDQ1117196

D. G. Korenevskii

Publication date: 1987

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

zbMATH Keywords

stochastic equationsalmost sure absolute asymptotic stabilityalmost sure absolute stability

Mathematics Subject Classification ID

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) Control problems for functional-differential equations (34K35) Stochastic analysis (60H99)

Related Items (2)

Stability of linear dynamic systems with random time-dependent parameters ⋮ Stability with probability 1 of solutions of systems of linear stochastic differential-difference Itô equations

Cites Work

• Unnamed Item
• 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
• On the stability of processes defined by stochastic difference- differential equations
• Converse Theorems for Stochastic Liapunov Functions

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