Reachability and stability of invariant set of a system of stochastic differential equations
One investigates questions of attainability and stability of an invariant set of a linear system of stochastic differential equations for the corresponding nonlinear system. Conditions, under which stability in probability is possible, are singled out.
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| Date: | 1992 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7903 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512814519549952 |
|---|---|
| author | Denisova , I. Yu. Денисова , И. Ю. |
| author_facet | Denisova , I. Yu. Денисова , И. Ю. |
| author_sort | Denisova , I. Yu. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2023-10-26T11:41:49Z |
| description | One investigates questions of attainability and stability of an invariant set of a linear system of stochastic differential equations for the corresponding nonlinear system. Conditions, under which stability in probability is possible, are singled out. |
| first_indexed | 2026-03-24T03:34:46Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-7903 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus |
| last_indexed | 2026-03-24T03:34:46Z |
| publishDate | 1992 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/77/9932f543a45f6aa8dc010218b66a6177.pdf |
| spelling | umjimathkievua-article-79032023-10-26T11:41:49Z Reachability and stability of invariant set of a system of stochastic differential equations О достижимости и устойчивости инвариантного множества системы стохастических дифференциальных уравнений Denisova , I. Yu. Денисова , И. Ю. One investigates questions of attainability and stability of an invariant set of a linear system of stochastic differential equations for the corresponding nonlinear system. Conditions, under which stability in probability is possible, are singled out. Исследуются вопросы достижимости и устойчивости инвариантного множества линейной системы стохастических дифференциальных уравнений для соответствующей нелинейной системы. Выведены условия, при которых возможна устойчивость по вероятности. Досліджуються питання досягання та стійкості інваріантної множини лінійної системи стохастнчних диференціальних рівнянь для відповідної нелінійної системи. Виведені умови, при яких можлива стійкість за ймовірністю. Institute of Mathematics, NAS of Ukraine 1992-04-17 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7903 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 4 (1992); 568-572 Український математичний журнал; Том 44 № 4 (1992); 568-572 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/7903/9519 Copyright (c) 1992 I. Yu. Denisova |
| spellingShingle | Denisova , I. Yu. Денисова , И. Ю. Reachability and stability of invariant set of a system of stochastic differential equations |
| title | Reachability and stability of invariant set of a system of stochastic differential equations |
| title_alt | О достижимости и устойчивости инвариантного множества системы стохастических дифференциальных уравнений |
| title_full | Reachability and stability of invariant set of a system of stochastic differential equations |
| title_fullStr | Reachability and stability of invariant set of a system of stochastic differential equations |
| title_full_unstemmed | Reachability and stability of invariant set of a system of stochastic differential equations |
| title_short | Reachability and stability of invariant set of a system of stochastic differential equations |
| title_sort | reachability and stability of invariant set of a system of stochastic differential equations |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7903 |
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