Comparison theorem and error estimates of stochastic differential systems∗

DOI10.1080/07362998508809052zbMath0563.60054OpenAlexW2029929218MaRDI QIDQ3676914

M. Sambandham, Gangaram S. Ladde, Vangipuram Lakshmikantham

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809052

zbMATH Keywords

error estimatesstability of a stochastic system relative to the corresponding deterministic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Error estimates for random boundary value problems with applications to a hanging cable problem ⋮ Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise

Cites Work

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• Random differential inequalities
• Stochastic versus deterministic
• A technique in perturbation theory
• On the fundamental theory of nonlinear second order stochastic boundary value problems
• Two-point boundary value problems containing a finite number of random variables
• Error estimates of solutions and mean of solutions of stochastic differential systems
• Stochastic Analysis of a Compressible Gas Lubrication Slider Bearing Problem
• Stability of the roots of random algebraic polynomials

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