Reachability and stability of invariant set of a system of stochastic differential equations

• Datum: 1992
• Hauptverfasser: Denisova , I. Yu., Денисова , И. Ю.
• Format: Artikel
• Sprache: Russisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1992
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/7903
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.