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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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Bibliographic Details
Date:	1992
Main Authors:	Denisova , I. Yu., Денисова , И. Ю.
Format:	Article
Language:	Russian
Published:	Institute of Mathematics, NAS of Ukraine 1992
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

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