Detail publikace

Stability of the Zero Solution of Stochastic Differential System

KLIMEŠOVÁ, M.

Originální název

Stability of the Zero Solution of Stochastic Differential System

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Brownian motion, stochastic differential equation, Lyapunov function, stability

Autoři

KLIMEŠOVÁ, M.

Vydáno

28. 4. 2016

Nakladatel

Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních

Místo

Brno

ISBN

978-80-214-5350-0

Kniha

Proceedings of the 22nd Conference STUDENT EEICT 2016

Strany od

768

Strany do

772

Strany počet

5

URL

http://www.feec.vutbr.cz/EEICT/2016/sbornik/EEICT-2016-sborník-komplet.pdf

BibTex

@inproceedings{BUT125191,
  author="Marie {Klimešová}",
  title="Stability of the Zero Solution of Stochastic Differential System",
  booktitle="Proceedings of the 22nd Conference STUDENT EEICT 2016",
  year="2016",
  pages="768--772",
  publisher="Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních",
  address="Brno",
  isbn="978-80-214-5350-0",
  url="http://www.feec.vutbr.cz/EEICT/2016/sbornik/EEICT-2016-sborník-komplet.pdf"
}