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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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/4374
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal