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