Stability in mean square of a linear stochastic differential equation

DOI10.1007/BF01849539zbMath0784.60064OpenAlexW2010257263WikidataQ115393135 ScholiaQ115393135MaRDI QIDQ1313634

I. M. Sulima, Kim G. Valeev

Publication date: 2 March 1994

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

Full work available at URL: https://doi.org/10.1007/bf01849539

zbMATH Keywords

stabilitylinear first-order differential equationstability in square mean

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic analysis (60H99)

Cites Work

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