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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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Bibliographic Details
Date:	2000
Main Authors:	Korenevsky, D. G., Коренівський, Д. Г.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
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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