On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form

We consider the asymptotic stability and the boundedness with probability one of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form and give some numerical examples to show that our sufficient conditions for the asymptotic stability with probability one of solut...

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Autor principal: Phan Le Na
Lenguaje:eng
Publicado: 2002
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/644278
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author Phan Le Na
author_facet Phan Le Na
author_sort Phan Le Na
collection CERN
description We consider the asymptotic stability and the boundedness with probability one of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form and give some numerical examples to show that our sufficient conditions for the asymptotic stability with probability one of solutions are more general and more effective than those of Korenevskij and Mitropoloskij. Moreover, our results can also be applied to the case when the unperturbed linear deterministic system is not assumed to be stable.
id cern-644278
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2002
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spelling cern-6442782019-09-30T06:29:59Zhttp://cds.cern.ch/record/644278engPhan Le NaOn the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy formXXWe consider the asymptotic stability and the boundedness with probability one of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form and give some numerical examples to show that our sufficient conditions for the asymptotic stability with probability one of solutions are more general and more effective than those of Korenevskij and Mitropoloskij. Moreover, our results can also be applied to the case when the unperturbed linear deterministic system is not assumed to be stable.IC-2002-126oai:cds.cern.ch:6442782002
spellingShingle XX
Phan Le Na
On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title_full On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title_fullStr On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title_full_unstemmed On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title_short On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
title_sort on the asymptotic stability and the boundedness of solutions of linear ito stochastic differential equations not reduced to the cauchy form
topic XX
url http://cds.cern.ch/record/644278
work_keys_str_mv AT phanlena ontheasymptoticstabilityandtheboundednessofsolutionsoflinearitostochasticdifferentialequationsnotreducedtothecauchyform

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