Detail publikačního výsledku

Stability of the zero solution of nonlinear differential equations under the influence of white noise

DZHALLADOVA, I.; RŮŽIČKOVÁ, M.; ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Originální název

Stability of the zero solution of nonlinear differential equations under the influence of white noise

Anglický název

Stability of the zero solution of nonlinear differential equations under the influence of white noise

Druh

Článek WoS

Originální abstrakt

The paper deals with a system of nonlinear differential equations under the influence of white noise. This system can be used as a mathematical model of various real problems in finance, mathematical biology, climatology, signal theory and others. Necessary and sufficient conditions for the asymptotic mean square stability of the zero solution of this system are derived in the paper. The paper introduces a new approach to studying such problems - construction of a suitable deterministic system with the use of Lyapunov function.

Anglický abstrakt

The paper deals with a system of nonlinear differential equations under the influence of white noise. This system can be used as a mathematical model of various real problems in finance, mathematical biology, climatology, signal theory and others. Necessary and sufficient conditions for the asymptotic mean square stability of the zero solution of this system are derived in the paper. The paper introduces a new approach to studying such problems - construction of a suitable deterministic system with the use of Lyapunov function.

Klíčová slova

stochastic systems; white noise; mean square stability; Lyapunov function

Klíčová slova v angličtině

stochastic systems; white noise; mean square stability; Lyapunov function

Autoři

DZHALLADOVA, I.; RŮŽIČKOVÁ, M.; ŠTOUDKOVÁ RŮŽIČKOVÁ, V.

Rok RIV

2016

Vydáno

07.05.2015

Nakladatel

SpringerOpen

ISSN

1687-1847

Periodikum

Advances in Difference Equations

Svazek

2015

Číslo

143

Stát

Spojené státy americké

Strany počet

10

URL

http://www.advancesindifferenceequations.com/content/2015/1/143

Plný text v Digitální knihovně

http://hdl.handle.net/11012/137371

BibTex

@article{BUT114441,
  author="Irada {Dzhalladova} and Miroslava {Růžičková} and Viera {Štoudková Růžičková}",
  title="Stability of the zero solution of nonlinear differential equations under the influence of white noise",
  journal="Advances in Difference Equations",
  year="2015",
  volume="2015",
  number="143",
  pages="10",
  doi="10.1186/s13662-015-0482-y",
  issn="1687-1847",
  url="http://www.advancesindifferenceequations.com/content/2015/1/143"
}

Dokumenty

s13662-015-0482-y