Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, no. 2 (2002), pp. 101-102
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A. V. Chistyakov. Solutions bounded on the axis for linear inhomogeneous systems of differential equations of Ito. Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, no. 2 (2002), pp. 101-102. http://geodesic.mathdoc.fr/item/IIMI_2002_2_a29/
@article{IIMI_2002_2_a29,
author = {A. V. Chistyakov},
title = {Solutions bounded on the axis for linear inhomogeneous systems of differential equations of {Ito}},
journal = {Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta},
pages = {101--102},
year = {2002},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IIMI_2002_2_a29/}
}
TY - JOUR
AU - A. V. Chistyakov
TI - Solutions bounded on the axis for linear inhomogeneous systems of differential equations of Ito
JO - Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta
PY - 2002
SP - 101
EP - 102
IS - 2
UR - http://geodesic.mathdoc.fr/item/IIMI_2002_2_a29/
LA - ru
ID - IIMI_2002_2_a29
ER -
%0 Journal Article
%A A. V. Chistyakov
%T Solutions bounded on the axis for linear inhomogeneous systems of differential equations of Ito
%J Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta
%D 2002
%P 101-102
%N 2
%U http://geodesic.mathdoc.fr/item/IIMI_2002_2_a29/
%G ru
%F IIMI_2002_2_a29
Main result is that for linear systems of Ito differential equations $dx(t)=A(t)x(t)dt+B(t)x(t)w(dt)+f(t)dt$, $t\in \mathbb{R}$, the bounded (in mean) solution problem is solvable for any bounded $f(t)$ only if the system is exponentially stable.
