Relationship between spectral and coefficient criteria of mean-square stability for systems of linear stochastic differential and difference equations

• Дата: 2000
• Автори: Korenevsky, D. G., Коренівський, Д. Г.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2000
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/4411
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...