Stability of solutions of stochastic differential equations

DOI10.1007/BF00966424zbMath0555.60037OpenAlexW2091344924MaRDI QIDQ760713

Vigirdas Mackevičius

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf00966424

zbMATH Keywords

existenceuniquenessstability of a solutionstability of a symmetric solution

Mathematics Subject Classification ID

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

Cites Work

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• On the gap between deterministic and stochastic ordinary differential equations
• A simple construction of certain diffusion processes
• A formal approach to stochastic integration and differential equations
• An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
• On the Convergence of Ordinary Integrals to Stochastic Integrals

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