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

Authors

  • A. N. Stanzhitskii

Abstract

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

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Published

25.02.2001

Issue

Vol. 53 No. 2 (2001)

Section

Short communications

How to Cite

Stanzhitskii, A. N. “Investigation of Invariant Sets of Itô Stochastic Systems With the Use of Lyapunov Functions”. Ukrains’kyi Matematychnyi Zhurnal, vol. 53, no. 2, Feb. 2001, pp. 282-5, https://umj.imath.kiev.ua/index.php/umj/article/view/4248.