Publication detail

Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion

BAŠTINEC, J. KLIMEŠOVÁ, M.

Original Title

Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion

English Title

Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion

Type

conference paper

Language

en

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, stochastic stability.

Released

16.06.2016

Publisher

UNOB

Location

Brno

ISBN

978-80-7231-464-5

Book

Matematika, Informační technologie a aplikované vědy

Pages from

1

Pages to

8

Pages count

8

Documents

BibTex


@inproceedings{BUT126324,
  author="Jaromír {Baštinec} and Marie {Klimešová}",
  title="Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion",
  annote="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.",
  address="UNOB",
  booktitle="Matematika, Informační technologie a aplikované vědy",
  chapter="126324",
  howpublished="electronic, physical medium",
  institution="UNOB",
  year="2016",
  month="june",
  pages="1--8",
  publisher="UNOB",
  type="conference paper"
}