| Title:
|
On some stability properties of stochastic differential equations of Itô's type (English) |
| Author:
|
Maslowski, Bohdan |
| Language:
|
English |
| Journal:
|
Časopis pro pěstování matematiky |
| ISSN:
|
0528-2195 |
| Volume:
|
111 |
| Issue:
|
4 |
| Year:
|
1986 |
| Pages:
|
404-423 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60H10 |
| idZBL:
|
Zbl 0625.60066 |
| idMR:
|
MR871716 |
| DOI:
|
10.21136/CPM.1986.118288 |
| . |
| Date available:
|
2009-09-23T09:39:01Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118288 |
| . |
| Reference:
|
[1] I. I. Gikhman A. V. Skorokhod: Stochastic Differential Equations.Springer-Verlag, Berlin-Heidelberg-New York, 1972. |
| Reference:
|
[2] R. Z. Khasminskii: On the stability of the trajectory of Markov processes.J. Appl. Math. Mech., 26 (1962), 1554-65. MR 0162271 |
| Reference:
|
[3] R. Z. Khasminskii: Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров.Nauka, Moscow, 1969. |
| Reference:
|
[4] R. Z. Khasminskii: Stochastic Stability of Differential Equations.(Translation from Russian). Sijthoff & Noordhoff, Alphen aan den Rijn - Germantown, 1980. MR 0600653 |
| Reference:
|
[5] A. Friedman M. A. Pinsky: Asymptotic stability and spiraling properties of solutions of stochastic equations.TAMS 186 (1973), 331-358. MR 0329031 |
| Reference:
|
[6] A. Friedman: Stochastic Differential Equations and Applications, vol. I, II.Academic Press, New York, 1975, 1976 (vol. II). |
| Reference:
|
[7] H. Kushner: Stochastic Stability and Control.Academic Press, New York-London, 1967. Zbl 0244.93065, MR 0216894 |
| . |
