Abstract
For stochastic systems, we obtain an analog of the reduction principle that enables one to reduce the analysis of the stability of a system with random perturbations to the analysis of the stability of a deterministic system.
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Stanzhyts'kyi, O.M. On Reduction Principle in Stability Theory for Systems with Random Perturbations. Ukrainian Mathematical Journal 53, 1483–1494 (2001). https://doi.org/10.1023/A:1014366725022
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DOI: https://doi.org/10.1023/A:1014366725022