Stability of the Zero Solution of Stochastic Differential System

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768-klimesova.pdf(522.84 KB)
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2016
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Mark
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Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií
Abstract
Stability 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.
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Brownian motion, stochastic differential equation, Lyapunov function, stability
Citation
Proceedings of the 22nd Conference STUDENT EEICT 2016. s. 768-772. ISBN 978-80-214-5350-0
http://www.feec.vutbr.cz/EEICT/
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Peer-reviewed
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en
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© Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií
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http://hdl.handle.net/11012/84036
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Student EEICT 2016
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