Publication detail

Stability of the Stochastic Differential Equations

KLIMEŠOVÁ, M.

Original Title

Stability of the Stochastic Differential Equations

Type

conference paper

Language

English

Original Abstract

Stability of stochastic differential equations (SDEs) has become a very popular theme of recent research in mathematics and its applications. The method of Lyapunov functions for the analysis of qualitative behavior of SDEs provide some very powerful instruments in the study of stability properties for concrete stochastic dynamical systems, conditions of existence the stationary solutions of SDEs and related problems. Another important characteristic for stability (or instability) of the stochastic systems is the stability index.

Keywords

Brownian motion, stochastic differential equation, Lyapunov function, stability

Authors

KLIMEŠOVÁ, M.

RIV year

2015

Released

23. 4. 2015

Location

Brno

ISBN

978-80-214-5148-3

Book

Proceedings of the 21st Conference STUDENT EEICT 2015

Edition number

1.

ISBN

NEUVEDENO

Year of study

2015

Pages from

526

Pages to

530

Pages count

5

BibTex

@inproceedings{BUT114260,
  author="Marie {Klimešová}",
  title="Stability of the Stochastic Differential Equations",
  booktitle="Proceedings of the 21st Conference STUDENT EEICT 2015",
  year="2015",
  volume="2015",
  number="1.",
  pages="526--530",
  address="Brno",
  isbn="978-80-214-5148-3"
}