Ukrainian Mathematical Journal

, Volume 53, Issue 2, pp 323–327 | Cite as

Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions

  • A. M. Stanzhitskii


By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.


Lyapunov Function Stochastic System Stochastic Stability 
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Copyright information

© Plenum Publishing Corporation 2001

Authors and Affiliations

  • A. M. Stanzhitskii
    • 1
  1. 1.Kiev UniversityKiev

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