Stability of Stochastic Differential Systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU114910" target="_blank" >RIV/00216305:26220/15:PU114910 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Stability of Stochastic Differential Systems
Original language description
This paper surveys the elementary theory of stability of solution of stochastic differential equations (SDEs) and systems. It can be used in population models, epidemic and genetic models in medicine and biology, meteorology models, in physical science,for analysis in economy, financial mathematics, etc. The article starts with a review of the stochastic theory. Then, conditions are deduced for the asymptotic mean square stability of the zero solution of stochastic equation with one-dimensional Brownian motion and system with two-dimensional Brownian motion. It is used a Lyapunov function. The method of Lyapunov functions for the analysis of behavior of SDEs provides some very useful information in the study of stability properties for concrete stochastic dynamical systems, conditions of existence the stationary solutions of SDEs and related problems.
Czech name
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Czech description
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Sborník příspěvků studentské konference Kohútka 2015.
ISBN
978-80-214-5239-8
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
1-4
Publisher name
FEKT VUT
Place of publication
Brno
Event location
Kohútka, Czech republic
Event date
Aug 17, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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