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Asymptotic stability of solutions of systems of stochastic differential equations in the critical case

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Abstract

We consider the problem of mean square stability and instability of trivial solutions of systems of stochastic differential equations with random operators in the critical case.

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Authors and Affiliations

  1. Chernovtsy University, Chernovtsy

    L. I. Yasyns'ka & I. V. Yurchenko

Authors
  1. L. I. Yasyns'ka
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  2. I. V. Yurchenko
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol.47, No. 11, pp. 1558–1565, November, 1995.

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Yasyns'ka, L.I., Yurchenko, I.V. Asymptotic stability of solutions of systems of stochastic differential equations in the critical case. Ukr Math J 47, 1779–1787 (1995). https://doi.org/10.1007/BF01057926

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  • DOI: https://doi.org/10.1007/BF01057926

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