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Mean-square asymptotic stability of solutions of systems of stochastic differential equations with random operators

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Abstract

We obtain conditions of asymptotic behavior of trivial solutions of systems of stochastic differential equations with random operators.

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Translated from Ukrainskii Matematicheskii Zhunal, Vol. 47, No. 7, pp. 990–1001, July, 1995.

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Yasinskii, V.K., Yasinskaya, L.I. & Yurchenko, I.V. Mean-square asymptotic stability of solutions of systems of stochastic differential equations with random operators. Ukr Math J 47, 1135–1147 (1995). https://doi.org/10.1007/BF01084910

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  • DOI: https://doi.org/10.1007/BF01084910

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