Stability of the Zero Solution of Stochastic Differential Systems with Two-dimensional Brownian motion
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU117291" target="_blank" >RIV/00216305:26220/15:PU117291 - isvavai.cz</a>
Alternative codes found
RIV/00216305:26220/16:PU117762
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Stability of the Zero Solution of Stochastic Differential Systems with Two-dimensional Brownian motion
Original language description
The natural world is influenced by stochasticity therefore stochastic models are used to test various situations because only the stochastic model can approximate the real model. For example, the stochastic model is used in population, epidemic and genetic simulations in medicine and biology, for simulations in physical and technical sciences, for analysis in economy, financial mathematics, etc. The crucial characteristic of the stochastic model is its stability. This article studies the fundamental theory of the stochastic stability. There is investigated the stability of the solution of stochastic differential equations (SDEs) and systems of SDEs. The article begins with a summary of the stochastic theory. Then, there are inferred conditions for theasymptotic mean square stability of the zero solution of stochastic equation with one-dimensional Brownian motion and system with two-dimensional Brownian motion. There is used a Lyapunov function for proofs of main results.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Mathematics, Information Technologies and Applied Sciences 2015
ISBN
978-80-7231-436-2
ISSN
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e-ISSN
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Number of pages
14
Pages from-to
8-20
Publisher name
University of Defence
Place of publication
Brno
Event location
Univerzita Obrany, Brno
Event date
Jun 18, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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