Publication detail

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

KLIMEŠOVÁ, M. BAŠTINEC, J.

Original Title

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

English Title

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

Type

conference paper

Language

Czech

Original Abstract

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

English abstract

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

Keywords

Brownian motion, stochastic differencial equations, stochastic stability, Lyapunov function.

Key words in English

Brownian motion, stochastic differencial equations, stochastic stability, Lyapunov function.

Authors

KLIMEŠOVÁ, M.; BAŠTINEC, J.

RIV year

2015

Released

25. 5. 2015

ISBN

978-80-87952-10-8

Book

Interdisciplinární mezinárodní vědecká konference doktorandů a odborných asistentů QUAERE 2015

Edition number

5

ISBN

NEUVEDENO

Pages from

1

Pages to

9

Pages count

9

BibTex

@inproceedings{BUT114609,
  author="Marie {Klimešová} and Jaromír {Baštinec}",
  title="Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion",
  booktitle="Interdisciplinární mezinárodní vědecká konference doktorandů a odborných asistentů QUAERE 2015",
  year="2015",
  number="5",
  pages="1--9",
  isbn="978-80-87952-10-8"
}