Detail publikačního výsledku

Stability of the Stochastic Differential Equations

KLIMEŠOVÁ, M.

Originální název

Stability of the Stochastic Differential Equations

Anglický název

Stability of the Stochastic Differential Equations

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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. Another important characteristic for stability (or instability) of the stochastic systems is the stability index.

Anglický abstrakt

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. Another important characteristic for stability (or instability) of the stochastic systems is the stability index.

Klíčová slova

Brownian motion, stochastic differential equation, Lyapunov function, stability

Klíčová slova v angličtině

Brownian motion, stochastic differential equation, Lyapunov function, stability

Autoři

KLIMEŠOVÁ, M.

Rok RIV

2016

Vydáno

23.04.2015

Místo

Brno

ISBN

978-80-214-5148-3

Kniha

Proceedings of the 21st Conference STUDENT EEICT 2015

ISSN

NEUVEDENO

Svazek

2015

Strany od

526

Strany do

530

Strany počet

5

BibTex

@inproceedings{BUT114260,
  author="Marie {Klimešová}",
  title="Stability of the Stochastic Differential Equations",
  booktitle="Proceedings of the 21st Conference STUDENT EEICT 2015",
  year="2015",
  volume="2015",
  number="1.",
  pages="526--530",
  address="Brno",
  isbn="978-80-214-5148-3"
}