By the method of Lyapunov functions, we study the problem of optimal stabilization of an analytically defined integral manifold in the class of stochastic differential equations in the case where random perturbations belong to the class of processes with independent increments.
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Translated from Neliniini Kolyvannya, Vol. 20, No. 1, pp. 53–65, January–March, 2017.
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Vasilina, G.K., Tleubergenov, M.I. On the Optimal Stabilization of an Integral Manifold. J Math Sci 229, 390–402 (2018). https://doi.org/10.1007/s10958-018-3684-5
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DOI: https://doi.org/10.1007/s10958-018-3684-5