Stability with probability I for solutions of linear stochastic differential-difference Ito’s equations

Conditions for absolute (independent of lags) asymptotic stability with probability 1 of systems of stochastic equations cited in the title of this paper are obtained. The proposed approach allows us to reduce the problem of analyzing stability to determination of the conditions for the existence of...

Full description

Saved in:
Bibliographic Details
Date:2025
Main Authors: Zelentsovsky , A. L., Зеленцовский , A. Л.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 2025
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/9347
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Ukrains’kyi Matematychnyi Zhurnal
Download file: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal