Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms
For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms.
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| Datum: | 2001 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
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Institute of Mathematics, NAS of Ukraine
2001
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4374 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510505241673728 |
|---|---|
| author | Stanzhitskii, A. N. Станжицький, О. М. |
| author_facet | Stanzhitskii, A. N. Станжицький, О. М. |
| author_sort | Stanzhitskii, A. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:27:24Z |
| description | For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms. |
| first_indexed | 2026-03-24T02:58:04Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4374 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T02:58:04Z |
| publishDate | 2001 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/e4/4f0f1b89a4313c59cf3ccc6eefe79ce4.pdf |
| spelling | umjimathkievua-article-43742020-03-18T20:27:24Z Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms Дослідження експоненціальної дихотомії стохастичних систем Іто за допомогою квадратичних форм Stanzhitskii, A. N. Станжицький, О. М. For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms. Для лінійних стохастичних систем отримано достатні умови експоненціальної дихотомії в середньому квадратичному в термінах функцій Ляпунова, які є квадратичними формами. Institute of Mathematics, NAS of Ukraine 2001-11-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4374 Ukrains’kyi Matematychnyi Zhurnal; Vol. 53 No. 11 (2001); 1545-1555 Український математичний журнал; Том 53 № 11 (2001); 1545-1555 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4374/5452 https://umj.imath.kiev.ua/index.php/umj/article/view/4374/5453 Copyright (c) 2001 Stanzhitskii A. N. |
| spellingShingle | Stanzhitskii, A. N. Станжицький, О. М. Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title | Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title_alt | Дослідження експоненціальної дихотомії стохастичних систем Іто за допомогою квадратичних форм |
| title_full | Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title_fullStr | Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title_full_unstemmed | Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title_short | Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms |
| title_sort | investigation of exponential dichotomy of itô stochastic systems by using quadratic forms |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4374 |
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