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

Type

conference paper

Language

English

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.

Keywords

Brownian motion, stochastic differential equation, Lyapunov function, stochastic stability.

Authors

BAŠTINEC, J.; KLIMEŠOVÁ, M.

Released

16. 6. 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

BibTex

@inproceedings{BUT126324,
  author="Jaromír {Baštinec} and Marie {Klimešová}",
  title="Stability of the Zero Solution of Stochastic Differential System with Three-dimensional Brownian motion",
  booktitle="Matematika, Informační technologie a aplikované vědy",
  year="2016",
  pages="1--8",
  publisher="UNOB",
  address="Brno",
  isbn="978-80-7231-464-5"
}