Abstract
By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.
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Stanzhitskii, A.M. Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions. Ukrainian Mathematical Journal 53, 323–327 (2001). https://doi.org/10.1023/A:1010437625118
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DOI: https://doi.org/10.1023/A:1010437625118