Geodesic
On some stability properties of stochastic differential equations of Itô's type
Časopis pro pěstování matematiky, Tome 111 (1986) no. 4, pp. 404-423

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MR Zbl
DOI : 10.21136/CPM.1986.118288
Classification : 60H10 
Maslowski, Bohdan. On some stability properties of stochastic differential equations of Itô's type. Časopis pro pěstování matematiky, Tome 111 (1986) no. 4, pp. 404-423. doi: 10.21136/CPM.1986.118288
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     number = {4},
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     mrnumber = {871716},
     zbl = {0625.60066},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CPM.1986.118288/}
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[1] I. I. Gikhman A. V. Skorokhod: Stochastic Differential Equations. Springer-Verlag, Berlin-Heidelberg-New York, 1972.

[2] R. Z. Khasminskii: On the stability of the trajectory of Markov processes. J. Appl. Math. Mech., 26 (1962), 1554-65. | MR

[3] R. Z. Khasminskii: Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров. Nauka, Moscow, 1969.

[4] R. Z. Khasminskii: Stochastic Stability of Differential Equations. (Translation from Russian). Sijthoff & Noordhoff, Alphen aan den Rijn - Germantown, 1980. | MR

[5] A. Friedman M. A. Pinsky: Asymptotic stability and spiraling properties of solutions of stochastic equations. TAMS 186 (1973), 331-358. | MR

[6] A. Friedman: Stochastic Differential Equations and Applications, vol. I, II. Academic Press, New York, 1975, 1976 (vol. II).

[7] H. Kushner: Stochastic Stability and Control. Academic Press, New York-London, 1967. | MR | Zbl

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