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Stability with probability 1 of system of linear stochastic differential equations

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Literature cited

  1. R. Z. Khas'minskii, Stability of Systems of Differential Equations under Random Perturbations of Their Parameters [in Russian], Nauka, Moscow (1969).

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  4. I. A. Rudomino-Dusyatskaya, “Mean-square stability of solutions of stochastic differential equations,” Kiev, 1983. Manuscript deposited in UkrNIINTI, No. 507Uk-D83.

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Authors and Affiliations

  1. Kiev State University, USSR

    I. A. Rudomino-Dusyatskaya

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  1. I. A. Rudomino-Dusyatskaya
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 37, No. 1, pp. 103–107, January–February, 1985.

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Rudomino-Dusyatskaya, I.A. Stability with probability 1 of system of linear stochastic differential equations. Ukr Math J 37, 89–93 (1985). https://doi.org/10.1007/BF01056858

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  • DOI: https://doi.org/10.1007/BF01056858

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