Detail publikace

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

BAŠTINEC, J. KLIMEŠOVÁ, M.

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

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.

Klíčová slova

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

Autoři

BAŠTINEC, J.; KLIMEŠOVÁ, M.

Vydáno

16. 6. 2016

Nakladatel

UNOB

Místo

Brno

ISBN

978-80-7231-464-5

Kniha

Matematika, Informační technologie a aplikované vědy

Strany od

1

Strany do

8

Strany počet

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"
}