Exponential Dichotomy and Mean Square Bounded Solutions of Linear Stochastic Ito Systems
We prove that a sufficient condition for stochastic Ito systems to be exponentially dichotomous on the semiaxis is that the nonhomogeneous system havemean square bounden solutions.
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| Date: | 2001 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2001
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| Series: | Нелінійні коливання |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/174696 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Exponential Dichotomy and Mean Square Bounded Solutions of Linear Stochastic Ito Systems / O.M. Stanzhitskyi // Нелінійні коливання. — 2001. — Т. 4, № 3. — С. 389-398. — Бібліогр.: 3 назв. — англ. |