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

  • A. N. Stanzhitskii

Abstract

By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.
Published
25.02.2001
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.
Issue
Vol 53 No 2 (2001)
Section
Short communications