Stability of a class of functional-differential Itô equations

zbMath0855.60054MaRDI QIDQ1922655

Yu. V. Elkhimova, Alexander N. Churilov, Arkadiĭ Khaimovich Gelig

Publication date: 14 January 1997

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener processstochastic stabilityrandom perturbationsfunctional-differential Itô equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

Related Items (2)

Frequency methods in the theory of pulse-modulated control systems ⋮ Stochastic problems of absolute stability

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