This article presents a brief survey on the use of Lyapunov method for stochastic differential equations. Sufficient conditions extending Lyapunov theory for ordinary differential equations to stochastic stability in probability are given.
A survey on stability for stochastic differential equations / Visentin, Francesca. - In: SCIENTIAE MATHEMATICAE JAPONICAE. - ISSN 1346-0447. - 76:1(2013), pp. 147-152.
A survey on stability for stochastic differential equations
VISENTIN, FRANCESCA
2013
Abstract
This article presents a brief survey on the use of Lyapunov method for stochastic differential equations. Sufficient conditions extending Lyapunov theory for ordinary differential equations to stochastic stability in probability are given.File in questo prodotto:
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