Stability of the zero solution of nonlinear differential equations under the influence of white noise

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dc.contributor.authorDzhalladova, Iradacs
dc.contributor.authorRůžičková, Miroslavacs
dc.contributor.authorŠtoudková Růžičková, Vieracs
dc.coverage.issue143cs
dc.coverage.volume2015cs
dc.date.accessioned2020-08-04T11:03:08Z
dc.date.available2020-08-04T11:03:08Z
dc.date.issued2015-05-07cs
dc.description.abstractThe paper deals with a system of nonlinear differential equations under the influence of white noise. This system can be used as a mathematical model of various real problems in finance, mathematical biology, climatology, signal theory and others. Necessary and sufficient conditions for the asymptotic mean square stability of the zero solution of this system are derived in the paper. The paper introduces a new approach to studying such problems - construction of a suitable deterministic system with the use of Lyapunov function.en
dc.description.abstractČlánek zkoumá stabilitu nulového řešení nelineárních diferenciálních rovnic pod vlivem bílého šumu.cs
dc.formattextcs
dc.format.extent0-0cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationAdvances in Difference Equations. 2015, vol. 2015, issue 143, p. 0-0.en
dc.identifier.doi10.1186/s13662-015-0482-ycs
dc.identifier.issn1687-1847cs
dc.identifier.other114441cs
dc.identifier.urihttp://hdl.handle.net/11012/137371
dc.language.isoencs
dc.publisherSpringerOpencs
dc.relation.ispartofAdvances in Difference Equationscs
dc.relation.urihttp://www.advancesindifferenceequations.com/content/2015/1/143cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/1687-1847/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectstochastické systémy
dc.subjectbílý šum
dc.subjectmean square stability
dc.subjectLyapunovova funkce
dc.subjectstochastic systemsen
dc.subjectwhite noiseen
dc.subjectmean square stabilityen
dc.subjectLyapunov functionen
dc.titleStability of the zero solution of nonlinear differential equations under the influence of white noiseen
dc.title.alternativeStabilita nulového řešení nelineárních diferenciálních rovnic pod vlivem bílého šumucs
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-114441en
sync.item.dbtypeVAVen
sync.item.insts2020.08.04 13:03:08en
sync.item.modts2020.08.04 12:41:23en
thesis.grantorVysoké učení technické v Brně. Fakulta strojního inženýrství. Ústav matematikycs
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