Some Special Problems in the Theory of Stability of SDE’s

Author:

Khasminskii Rafail

Publisher

Springer Berlin Heidelberg

Reference32 articles.

1. Akhmetkaliev, T.: On the connection between the stability of stochastic difference and differential systems. Differentsial’nye Uravneniya 1, 1016–1026 (1965). English transl.: Differential Equations 1, 790–798 ({1965})

2. Ariaratnam, S., Graefe, P.: Linear systems with stochastic coefficients. I. Internat. J. Control 1(1), 239–248 (1965)

3. Bucy, R.S.: Stability and positive supermartingales. J. Differential Equations 1, 151–155 (1965)

4. Dym, H.: Stationary measures for the flow of a linear differential equation driven by white noise. Trans. Amer. Math. Soc. 123, 130–164 (1966)

5. Dynkin, E.B.: Markov Processes. Fizmatgiz, Moscow (1963). English transl.: Die Grundlehren der Math. Wissenschaften, Bände 121, 122. Academic Press, New York. Springer, Berlin (1965)

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