Skip to main content
SpringerLink
Log in

Stability-Like Properties of Stochastic Differential Equations

  • Published:
Differential Equations Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

REFERENCES

  1. Kats, I.Ya. and Krasovskii, N.N., Prikl.Mat.Mekh., 1960, vol. 24, pp. 809–823.

    Google Scholar 

  2. Arnold, L., Stochastic Differential Equations: Theory and Applications, New York, 1974.

  3. Shestakov, A.A., Obobshchennyi pryamoi metod Lyapunova dlya sistem s raspredelennymi parametrami (A Generalized Lyapunov Direct Method for Distributed Parameter Systems), Moscow, 1990.

  4. Curtain, R.F., J.of Math.Anal.and Appl., 1981, vol. 79, pp. 352–369.

    Google Scholar 

  5. Chow Pao-Liu, J.of Math.Anal.and Appl., 1982, vol. 89, pp. 400–419.

    Google Scholar 

  6. Rozanov, Yu.A., Sluchainye polya i stokhasticheskie uravneniya s chastnymi proizvodnymi (Random Fields and Stochastic Partial Differential Equations), Moscow, 1995.

  7. Kushner, H.J., J.of Differ.Equat., 1968, vol. 4, pp. 424–443.

    Google Scholar 

  8. Kozin, F., Lecture Notes in Math., New York, 1972, vol. 294, pp. 189–192.

    Google Scholar 

  9. Rozanov, Yu.A., Teoriya veroyatnostei, sluchainye protsessy i matematicheskaya statistika (Probability Theory, Random Processes, and Mathematical Statistics), Moscow, 1989.

  10. Pardoux, E., Èquations aux dèerivèes partielles stochastiques nonlinèaires monotones, Thèse, Universitè Paris, 1975.

  11. Viot, M., Solutions faibles d'èquations aux dèrivèes partielles stochastiques nonlinèaires, Thèse, Universitè Paris, 1976.

  12. Itô, K. and Nisio, M., J.Math.Kyoto Univ., 1964, vol. 4, pp. 1–75.

    Google Scholar 

  13. Fleming, W.H. and Nisio, M., J.Math.Mech., 1966, vol. 15, pp. 777–794.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Elets State University, Elets, Russia

    Yu. N. Merenkov

Authors
  1. Yu. N. Merenkov
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Merenkov, Y.N. Stability-Like Properties of Stochastic Differential Equations. Differential Equations 39, 1703–1712 (2003). https://doi.org/10.1023/B:DIEQ.0000023550.21162.c0

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/B:DIEQ.0000023550.21162.c0

Keywords

Search

Navigation