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Boundedness in Probability and Stability of Stochastic Processes Defined by Differential Equations

  • Rafail Khasminskii
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 66)

Abstract

Conditions for non-explosion, boundedness in probability and stability in probability of stochastic processes defined by the system of ODE with random coefficients are proven in this chapter.

Keywords

Lyapunov Function Gaussian Process Random Perturbation Sample Function Lyapunov Function Versus 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Mathematics Department, 1150 Faculty/Administration BuildingWayne State UniversityDetroitUSA
  2. 2.Institute for Information Transmission ProblemsRussian Academy of SciensesMoscowRussia

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