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Stability of the Zero Solution of Stochastic Differential System

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Date
2016
Author
Klimešová, Marie
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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.
Keywords
Brownian motion, stochastic differential equation, Lyapunov function, stability
Persistent identifier
http://hdl.handle.net/11012/84036
Document type
Peer reviewed
Document version
Final PDF
Source
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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  • Student EEICT 2016 [183]
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