Stability of the Zero Solution of Stochastic Differential System
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Date
Authors
Klimešová, Marie
Advisor
Referee
Mark
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Volume Title
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Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií
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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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Citation
Proceedings of the 22nd Conference STUDENT EEICT 2016. s. 768-772. ISBN 978-80-214-5350-0
http://www.feec.vutbr.cz/EEICT/
http://www.feec.vutbr.cz/EEICT/
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Peer-reviewed
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en