On the solution of the problem of stochastic stability of the integral manifold by the Lyapunov’s second method
By using the method of Lyapunov functions, we establish sufficient conditions of stability and asymptotic stability in probability for the integral manifold of the Itˆo differential equations in the presence of random perturbations from the class of processes with independent increments. Theorems on...
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| Date: | 2016 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2016
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1818 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |