Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions

By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.

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Bibliographic Details
Date:2001
Main Authors: Stanzhitskii, A. N., Станжицький, О. М.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2001
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4248
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Stanzhitskii, A. N.
Станжицький, О. М.
author_facet Stanzhitskii, A. N.
Станжицький, О. М.
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author_sort Stanzhitskii, A. N.
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datestamp_date 2020-03-18T20:25:08Z
description By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.
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spelling umjimathkievua-article-42482020-03-18T20:25:08Z Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions Дослідження інваріантних множин стохастичпих систем Іто за допомогою функцій Ляпунова Stanzhitskii, A. N. Станжицький, О. М. By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems. За допомогою функцій Ляпупова одержано умови інваріантності та стохастичпої стійкості інваріантних множин систем типу Іто. Institute of Mathematics, NAS of Ukraine 2001-02-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4248 Ukrains’kyi Matematychnyi Zhurnal; Vol. 53 No. 2 (2001); 282-285 Український математичний журнал; Том 53 № 2 (2001); 282-285 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4248/5200 https://umj.imath.kiev.ua/index.php/umj/article/view/4248/5201 Copyright (c) 2001 Stanzhitskii A. N.
spellingShingle Stanzhitskii, A. N.
Станжицький, О. М.
Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title_alt Дослідження інваріантних множин стохастичпих систем Іто за допомогою функцій Ляпунова
title_full Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title_fullStr Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title_full_unstemmed Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title_short Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
title_sort investigation of invariant sets of itô stochastic systems with the use of lyapunov functions
url https://umj.imath.kiev.ua/index.php/umj/article/view/4248
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