On some stability properties of stochastic differential equations of Itô's type

Bohdan Maslowski

Časopis pro pěstování matematiky (1986)

  • Volume: 111, Issue: 4, page 404-423
  • ISSN: 0528-2195

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Maslowski, Bohdan. "On some stability properties of stochastic differential equations of Itô's type." Časopis pro pěstování matematiky 111.4 (1986): 404-423. <http://eudml.org/doc/21654>.

@article{Maslowski1986,
author = {Maslowski, Bohdan},
journal = {Časopis pro pěstování matematiky},
keywords = {stability of strong solutions; Lyapunov-functions},
language = {eng},
number = {4},
pages = {404-423},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {On some stability properties of stochastic differential equations of Itô's type},
url = {http://eudml.org/doc/21654},
volume = {111},
year = {1986},
}

TY - JOUR
AU - Maslowski, Bohdan
TI - On some stability properties of stochastic differential equations of Itô's type
JO - Časopis pro pěstování matematiky
PY - 1986
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 111
IS - 4
SP - 404
EP - 423
LA - eng
KW - stability of strong solutions; Lyapunov-functions
UR - http://eudml.org/doc/21654
ER -

References

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  1. I. I. Gikhman A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, Berlin-Heidelberg-New York, 1972. (1972) 
  2. R. Z. Khasminskii, On the stability of the trajectory of Markov processes, J. Appl. Math. Mech., 26 (1962), 1554-65. (1962) MR0162271
  3. R. Z. Khasminskii, Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров, Nauka, Moscow, 1969. (1969) 
  4. R. Z. Khasminskii, Stochastic Stability of Differential Equations, (Translation from Russian). Sijthoff & Noordhoff, Alphen aan den Rijn - Germantown, 1980. (1980) MR0600653
  5. A. Friedman M. A. Pinsky, Asymptotic stability and spiraling properties of solutions of stochastic equations, TAMS 186 (1973), 331-358. (1973) MR0329031
  6. A. Friedman, Stochastic Differential Equations and Applications, vol. I, II, Academic Press, New York, 1975, 1976 (vol. II). (1975) 
  7. H. Kushner, Stochastic Stability and Control, Academic Press, New York-London, 1967. (1967) Zbl0244.93065MR0216894

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