Relationship between spectral and coefficient criteria of mean-square stability for systems of linear stochastic differential and difference equations
We establish the relationship (equivalence) between the spectral and algebraic (coefficient) criteria (the latter is represented in terms of the Sylvester matrix algebraic equation) of mean-square asymptotic stability for three classes of systems of linear equations with varying random perturbations...
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| Date: | 2000 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4411 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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