Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
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Publication:4628336
DOI10.1137/18M1182759zbMath1415.34101arXiv1804.09349OpenAlexW3105655021MaRDI QIDQ4628336
Adrian N. Bishop, Pierre Del Moral
Publication date: 20 March 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.09349
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05)
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