Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2018, Volume 152, Pages 120–124 (Mi into356)  

On the Almost Sure Stability of Dynamical Systems with Respect to White Noise

O. A. Sultanov

Institution of Russian Academy of Sciences Institute of Mathematics with Computer Center, Ufa
References:
Abstract: We consider a system of ordinary differential equations possessing an asymptotically stable equilibrium position and examine the stability of this equilibrium under permanent stochastic white-noise-type perturbations. The perturbed system is considered in the form of Stratonovich stochastic differential equations. We also describe restrictions on the parameters of perturbations that guarantee the trajectory-wise stability of the equilibrium with probability $1$.
Keywords: dynamical system, perturbation, white noise, stability.
Funding agency Grant number
Russian Science Foundation 17-11-01004
This work was supported by the Russian Science Foundation (project No. 17-11-01004).
English version:
Journal of Mathematical Sciences (New York), 2021, Volume 252, Issue 2, Pages 242–246
DOI: https://doi.org/10.1007/s10958-020-05157-6
Bibliographic databases:
Document Type: Article
UDC: 517.925.51
MSC: 93E15, 34D10, 60H10
Language: Russian
Citation: O. A. Sultanov, “On the Almost Sure Stability of Dynamical Systems with Respect to White Noise”, Mathematical physics, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 152, VINITI, Moscow, 2018, 120–124; J. Math. Sci. (N. Y.), 252:2 (2021), 242–246
Citation in format AMSBIB
\Bibitem{Sul18}
\by O.~A.~Sultanov
\paper On the Almost Sure Stability of Dynamical Systems with Respect to White Noise
\inbook Mathematical physics
\serial Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
\yr 2018
\vol 152
\pages 120--124
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/into356}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3903383}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2021
\vol 252
\issue 2
\pages 242--246
\crossref{https://doi.org/10.1007/s10958-020-05157-6}
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    Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
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