Ivo Vrkoč sexagenarian

Jan Fischer; Pavel Kolář; Bohdan Maslowski; Jan Seidler; Štefan Schwabik

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Stability and averaging properties of stochastic evolution equations

Maslowski, B.

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Asymptotic stability condition for stochastic Markovian systems of differential equations

Efraim Shmerling (2010)

Mathematica Bohemica

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Asymptotic stability of the zero solution for stochastic jump parameter systems of differential equations given by $d X (t) = A (ξ (t)) X (t) d t + H (ξ (t)) X (t) d w (t)$ , where $ξ (t)$ is a finite-valued Markov process and w(t) is a standard Wiener process, is considered. It is proved that the existence of a unique positive solution of the system of coupled Lyapunov matrix equations derived in the paper is a necessary asymptotic stability condition.

Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations.

Shaikhet, Leonid E., Roberts, Jason A. (2006)

Advances in Difference Equations [electronic only]

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