Stability with probability 1 of solutions of systems of linear stochastic differential-difference Itô equations

DOI10.1007/BF01060493zbMath0729.60048OpenAlexW2002171050MaRDI QIDQ806164

A. L. Zelentsovskij

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1007/bf01060493

zbMATH Keywords

Wiener processesdifferential-difference equations of Itô typestability with probability 1

Mathematics Subject Classification ID

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

Related Items (1)

Localization of spectrum and stability of certain classes of dynamical systems

Cites Work

• Method of power transformations for analysis of stability of nonlinear control systems
• Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations

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