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Ukrainian Mathematical Journal

, Volume 42, Issue 2, pp 129–134 | Cite as

A property of stable systems of linear stochastic equations

  • R. V. Bobrik
Article
  • 28 Downloads

Abstract

The relationship between exponential mean square stability of systems of linear ordinary differential equations with Gaussian coefficients and the same stability of the corresponding linear stochastic Ito differential equations is obtained.

Keywords

Differential Equation Ordinary Differential Equation Stable System Stochastic Equation Linear Ordinary Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 1990

Authors and Affiliations

  • R. V. Bobrik
    • 1
  1. 1.Institute of Applied Problems of Mechanics and MathematicsAcademy of Sciences of the Ukrainian SSRLvov

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