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Exponential Dichotomy and Mean Square Bounded Solutions of Linear Stochastic Ito Systems

We prove that a sufficient condition for stochastic Ito systems to be exponentially dichotomous on the semiaxis is that the nonhomogeneous system havemean square bounden solutions.

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Bibliographic Details
Published in:	Нелінійні коливання
Date:	2001
Main Author:	Stanzhitskyi, O.M.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2001
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/174696
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	Exponential Dichotomy and Mean Square Bounded Solutions of Linear Stochastic Ito Systems / O.M. Stanzhitskyi // Нелінійні коливання. — 2001. — Т. 4, № 3. — С. 389-398. — Бібліогр.: 3 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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