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Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, 2002, Issue 2(25), Pages 101–102
(Mi iimi284)
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Solutions bounded on the axis for linear inhomogeneous systems of differential equations of Ito
A. V. Chistyakov Udmurt State University, Izhevsk
Abstract:
Main result is that for linear systems of Ito differential equations $dx(t)=A(t)x(t)dt+B(t)x(t)w(dt)+f(t)dt$, $t\in \mathbb{R}$, the bounded (in mean) solution problem is solvable for any bounded $f(t)$ only if the system is exponentially stable.
Received: 01.04.2002
Citation:
A. V. Chistyakov, “Solutions bounded on the axis for linear inhomogeneous systems of differential equations of Ito”, Izv. IMI UdGU, 2002, no. 2(25), 101–102
Linking options:
https://www.mathnet.ru/eng/iimi284 https://www.mathnet.ru/eng/iimi/y2002/i2/p101
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Abstract page: | 90 | Full-text PDF : | 42 |
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