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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2018, Volume 152, Pages 120–124
(Mi into356)
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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
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.
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
Linking options:
https://www.mathnet.ru/eng/into356 https://www.mathnet.ru/eng/into/v152/p120
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Statistics & downloads: |
Abstract page: | 155 | Full-text PDF : | 34 | References: | 22 | First page: | 5 |
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