Method of descent for stochastic systems of differential equations

DOI10.1007/BF01085930zbMath0467.60058OpenAlexW2086677875MaRDI QIDQ1155920

Rafail Z. Khasminskii

Publication date: 1981

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01085930

zbMATH Keywords

Ito stochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

• Stochastic stability and the dirichlet problem
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