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 |
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| 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 |
| Download file: |  |