Detail publikačního výsledku

Stability of the Zero Solution of Stochastic Differential System

KLIMEŠOVÁ, M.

Original Title

Stability of the Zero Solution of Stochastic Differential System

English Title

Stability of the Zero Solution of Stochastic Differential System

Type

Paper in proceedings (conference paper)

Original 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.

English 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

Key words in English

Brownian motion, stochastic differential equation, Lyapunov function, stability

Authors

KLIMEŠOVÁ, M.

RIV year

2017

Released

28.04.2016

Publisher

Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních

Location

Brno

ISBN

978-80-214-5350-0

Book

Proceedings of the 22nd Conference STUDENT EEICT 2016

Pages from

768

Pages to

772

Pages count

5

URL

http://www.feec.vutbr.cz/EEICT/2016/sbornik/EEICT-2016-sborník-komplet.pdf

Full text in the Digital Library

http://hdl.handle.net/

BibTex

@inproceedings{BUT125191,
  author="Marie {Klimešová}",
  title="Stability of the Zero Solution of Stochastic Differential System",
  booktitle="Proceedings of the 22nd Conference STUDENT EEICT 2016",
  year="2016",
  pages="768--772",
  publisher="Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních",
  address="Brno",
  isbn="978-80-214-5350-0",
  url="http://www.feec.vutbr.cz/EEICT/2016/sbornik/EEICT-2016-sborník-komplet.pdf"
}