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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 lto 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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| Lenguaje: | eng |
| Publicado: |
2002
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| Acceso en línea: | http://cds.cern.ch/record/748094 |
| _version_ | 1780904217963134976 |
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| author | Nal, P L |
| author_facet | Nal, P L |
| author_sort | Nal, P L |
| collection | CERN |
| description | We consider the asymptotic stability and the boundedness with probability one of solutions of linear lto 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 Mitropoloshij. Moreover, our results can also be applied to the case when the unperturbed linear deterministic system is not assumed to be stable. |
| id | cern-748094 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2002 |
| record_format | invenio |
| spelling | cern-7480942019-09-30T06:29:59Zhttp://cds.cern.ch/record/748094engNal, P LOn the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy formGeneral Theoretical PhysicsWe consider the asymptotic stability and the boundedness with probability one of solutions of linear lto 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 Mitropoloshij. 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:7480942002 |
| spellingShingle | General Theoretical Physics Nal, P L 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 | General Theoretical Physics |
| url | http://cds.cern.ch/record/748094 |
| work_keys_str_mv | AT nalpl ontheasymptoticstabilityandtheboundednessofsolutionsoflinearitostochasticdifferentialequationsnotreducedtothecauchyform |