Stability of the zero solution of nonlinear differential equations under the influence of white noise

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F15%3APU114002" target="_blank" >RIV/00216305:26210/15:PU114002 - isvavai.cz</a>
Result on the web
<a href="http://www.advancesindifferenceequations.com/content/2015/1/143" target="_blank" >http://www.advancesindifferenceequations.com/content/2015/1/143</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1186/s13662-015-0482-y" target="_blank" >10.1186/s13662-015-0482-y</a>

Result language
angličtina
Original language name
Stability of the zero solution of nonlinear differential equations under the influence of white noise
Original language description
The paper deals with a system of nonlinear differential equations under the influence of white noise. This system can be used as a mathematical model of various real problems in finance, mathematical biology, climatology, signal theory and others. Necessary and sufficient conditions for the asymptotic mean square stability of the zero solution of this system are derived in the paper. The paper introduces a new approach to studying such problems - construction of a suitable deterministic system with the use of Lyapunov function.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10101 - Pure mathematics

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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