Investigation of exponential dichotomy of linear Itô stochastic systems with random initial data by using quadratic forms

DOI10.1007/s11253-006-0087-4zbMath1124.60050OpenAlexW1966612850MaRDI QIDQ3411236

A. P. Krenevych, O. M. Stanzhyts'kyj

Publication date: 8 December 2006

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

Full work available at URL: https://doi.org/10.1007/s11253-006-0087-4

zbMATH Keywords

quadratic formsexponential dichotomyrandom initial dataItô's stochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Linear differential equations and functional analysis. III: Lyapunov's second method in the case of conditional stability
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