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Algebraic conditions for the absolute stability with probability 1 of the solutions of systems of linear stochastic ito equations with aftereffect. The case of a vector Wiener process and several delays

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  1. D. G. Korenevskii, “Algebraic coefficient conditions for the absolute (delay-independent) asymptotic stability with probability 1 of the solutions of systems of linear stochastic Ito equations with aftereffect,” Ukr. Mat. Zh.,37, No. 6, 808–812 (1985).

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  5. D. G. Korenevskii, “Algebraic coefficient conditions for the asymptotic stability with probability 1 of the solutions of systems of linear stochastic Ito equations,” in: Numerical-Analytical Methods of Investigation of the Dynamics and the Stability of Composite Systems [in Russian], Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev (1984), pp. 67–77.

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol, 38, No. 1, pp. 23–27, January–February, 1986.

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Korenevskii, D.G. Algebraic conditions for the absolute stability with probability 1 of the solutions of systems of linear stochastic ito equations with aftereffect. The case of a vector Wiener process and several delays. Ukr Math J 38, 16–20 (1986). https://doi.org/10.1007/BF01056751

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  • DOI: https://doi.org/10.1007/BF01056751

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