Investigation of exponential dichotomy of linear Itô stochastic systems with random initial data by using quadratic forms
We study conditions for the mean-square exponential dichotomy of linear Itô stochastic systems. We prove that a sufficient condition for exponential dichotomy is the existence of a quadratic form whose derivative along the solutions of a system is negative definite. The converse theorem is also prov...
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| Date: | 2006 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2006
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3472 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |