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

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Ukrainian Mathematical Journal Aims and scope

Abstract

For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms.

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Authors and Affiliations

  1. Shevchenko Kiev University, Kiev

    O. M. Stanzhyts'kyi

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  1. O. M. Stanzhyts'kyi
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Stanzhyts'kyi, O.M. Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms. Ukrainian Mathematical Journal 53, 1882–1894 (2001). https://doi.org/10.1023/A:1015259031308

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  • DOI: https://doi.org/10.1023/A:1015259031308

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