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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 87, Pages 159–163 (Mi znsl2978)  
A descent method for uhe stochastic differential equations

R. Z. Khas'minskii
Full-text PDF (232 kB)
Abstract: A. M. Lyapunov had proved so called descent method in the stability theory for the ordinary differential equations. This method is generalized to some class of Ito stochastic systems of differential equations. The theorem 1 is a multidimensional generalization of a theorem of Pinsky [1] .
English version:
Journal of Soviet Mathematics, 1981, Volume 17, Issue 6, Pages 2333–2337
DOI: https://doi.org/10.1007/BF01085930
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: R. Z. Khas'minskii, “A descent method for uhe stochastic differential equations”, Studies in mathematical statistics. Part 3, Zap. Nauchn. Sem. LOMI, 87, "Nauka", Leningrad. Otdel., Leningrad, 1979, 159–163; J. Soviet Math., 17:6 (1981), 2333–2337
Citation in format AMSBIB
\Bibitem{Kha79}
\by R.~Z.~Khas'minskii
\paper A~descent method for uhe stochastic differential equations
\inbook Studies in mathematical statistics. Part~3
\serial Zap. Nauchn. Sem. LOMI
\yr 1979
\vol 87
\pages 159--163
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2978}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=554608}
\zmath{https://zbmath.org/?q=an:0417.60068|0467.60058}
\transl
\jour J. Soviet Math.
\yr 1981
\vol 17
\issue 6
\pages 2333--2337
\crossref{https://doi.org/10.1007/BF01085930}
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