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Doklady Akademii Nauk SSSR, 1986, Volume 290, Number 5, Pages 1041–1044 (Mi dan47694)  
MATHEMATICS

Coefficient criteria and sufficient conditions for asymptotic stability with probability one of linear systems of Itô stochastic differential equations

D. G. Korenevskij

Mathematics Institute, Academy of Sciences of the Ukrainian SSR, Kiev
Full-text PDF (556 kB)
Presented: Yu. A. Mitropol'skii
Received: 27.05.1985
Bibliographic databases:
Document Type: Article
UDC: 519.248
Language: Russian
Citation: D. G. Korenevskij, “Coefficient criteria and sufficient conditions for asymptotic stability with probability one of linear systems of Itô stochastic differential equations”, Dokl. Akad. Nauk SSSR, 290:5 (1986), 1041–1044
Citation in format AMSBIB
\Bibitem{Kor86}
\by D.~G.~Korenevskij
\paper Coefficient criteria and sufficient conditions for asymptotic stability with probability one of linear systems of It\^o stochastic differential equations
\jour Dokl. Akad. Nauk SSSR
\yr 1986
\vol 290
\issue 5
\pages 1041--1044
\mathnet{http://mi.mathnet.ru/dan47694}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=863365}
\zmath{https://zbmath.org/?q=an:0623.60074}
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