Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms

  • A. N. Stanzhitskii

Abstract

For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms.
Published
25.11.2001
How to Cite
StanzhitskiiA. N. “Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 53, no. 11, Nov. 2001, pp. 1545-5, https://umj.imath.kiev.ua/index.php/umj/article/view/4374.
Section
Research articles