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The Reduction Principle in Stability Theory of Invariant Sets of Itô Stochastic Systems

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REFERENCES

  1. Pliss, V.A., Izv. Akad. Nauk SSSR. Ser. Mat., 1964, vol. 28, no.6, pp. 1297-1324.

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  2. Samoilenko, A.M., Elementy matematicheskoi teorii mnogochastotnykh kolebanii. Invariantnye tory. (Elements of the Mathematical Theory of Multifrequency Oscillations. Invariant Tori), Moscow, 1987.

  3. Khas'minskii, R.Z., Ustoichivost' sistem differentsial'nykh uravnenii pri sluchainom vozmushchenii ikh parametrov (Stability of Systems of Di_erential Equations Under Random Perturbations of Their Parameters), Moscow, 1969.

  4. Gikhman, I.I. and Skorokhod, A.V., Vvedenie v teoriyu sluchainykh protsessov (Introduction to the Theory of Random Processes), Moscow, 1977.

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Authors and Affiliations

  1. Institute for Mathematics, National Academy of Sciences of Ukraine, Kiev, Ukraine

    A. M. Samoilenko & A. N. Stanzhitskii

  2. Kiev State University, Kiev, Ukraine

    A. M. Samoilenko & A. N. Stanzhitskii

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  1. A. M. Samoilenko
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  2. A. N. Stanzhitskii
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Samoilenko, A.M., Stanzhitskii, A.N. The Reduction Principle in Stability Theory of Invariant Sets of Itô Stochastic Systems. Differential Equations 38, 663–668 (2002). https://doi.org/10.1023/A:1020210724523

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  • DOI: https://doi.org/10.1023/A:1020210724523

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