2017
Том 69
№ 9

All Issues

Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions

Stanzhitskii A. N.

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Abstract

By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.

English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 2, pp 323-327.

Citation Example: Stanzhitskii A. N. Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions // Ukr. Mat. Zh. - 2001. - 53, № 2. - pp. 282-285.

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