Detail publikace

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

KLIMEŠOVÁ, M. BAŠTINEC, J.

Originální název

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

Anglický název

Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

čeština

Originální abstrakt

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

Anglický abstrakt

Stochastic differential equations used to describe physical and technical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system.

Klíčová slova

Brownian motion, stochastic differencial equations, stochastic stability, Lyapunov function.

Klíčová slova v angličtině

Brownian motion, stochastic differencial equations, stochastic stability, Lyapunov function.

Autoři

KLIMEŠOVÁ, M.; BAŠTINEC, J.

Rok RIV

2015

Vydáno

25. 5. 2015

ISBN

978-80-87952-10-8

Kniha

Interdisciplinární mezinárodní vědecká konference doktorandů a odborných asistentů QUAERE 2015

Číslo edice

5

ISSN

NEUVEDENO

Strany od

1

Strany do

9

Strany počet

9

BibTex

@inproceedings{BUT114609,
  author="Marie {Klimešová} and Jaromír {Baštinec}",
  title="Stability of the Stochastic Differential Systems with Two-Dimensional Brownian Motion",
  booktitle="Interdisciplinární mezinárodní vědecká konference doktorandů a odborných asistentů QUAERE 2015",
  year="2015",
  number="5",
  pages="1--9",
  isbn="978-80-87952-10-8"
}