Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations
- 1 September 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Nagoya Mathematical Journal
- Vol. 47, 111-144
- https://doi.org/10.1017/s0027763000014951
Abstract
The stability of the systems given by ordinary differential equations or functional-differential equations has been studied by many mathematicians. The most powerful tool in this field seems to be the Liapunov’s second method (see, for example [6]).Keywords
This publication has 2 references indexed in Scilit:
- On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential EquationsSIAM Journal on Control, 1967
- Liapunov criteria for weak stochastic stabilityJournal of Differential Equations, 1966