Stability of the Stochastic Differential Equations

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but.event.date23.04.2015cs
but.event.titleStudent EEICT 2015cs
dc.contributor.authorKlimešová, M.
dc.date.accessioned2015-08-25T08:43:07Z
dc.date.available2015-08-25T08:43:07Z
dc.date.issued2015cs
dc.description.abstractStability of stochastic differential equations (SDEs) has become a very popular theme of recent research in mathematics and its applications. The method of Lyapunov functions for the analysis of qualitative behavior of SDEs provide some very powerful instruments in the study of stability properties for concrete stochastic dynamical systems, conditions of existence the stationary solutions of SDEs and related problems. The study of exponential stability of the moments makes natural the consideration of certain properties of the moment Lyapunov exponents. Another important characteristic for stability (or instability) of the stochastic systems is the stability index.en
dc.formattextcs
dc.format.extent526-530cs
dc.format.mimetypeapplication/pdfen
dc.identifier.citationProceedings of the 21st Conference STUDENT EEICT 2015. s. 526-530. ISBN 978-80-214-5148-3cs
dc.identifier.isbn978-80-214-5148-3
dc.identifier.urihttp://hdl.handle.net/11012/43056
dc.language.isoencs
dc.publisherVysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologiícs
dc.relation.ispartofProceedings of the 21st Conference STUDENT EEICT 2015en
dc.relation.urihttp://www.feec.vutbr.cz/EEICT/cs
dc.rights© Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologiícs
dc.rights.accessopenAccessen
dc.subjectBrownian motionen
dc.subjectstochastic differential equationen
dc.subjectLyapunov functionen
dc.subjectstabilityen
dc.titleStability of the Stochastic Differential Equationsen
dc.type.driverconferenceObjecten
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
eprints.affiliatedInstitution.departmentFakulta elektrotechniky a komunikačních technologiícs
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