Relationship between spectral and coefficient criteria of mean-square stability for systems of linear stochastic differential and difference equations

DOI10.1007/BF02529638zbMATH Open0966.93109MaRDI QIDQ2722232

D. G. Korenivs'kyj

Publication date: 11 July 2001

Published in: Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationWiener processstochastic stabilitywhite noisematrix equationmultiplicative noisemean square stabilitystochastic difference equation

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15)

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