Geodesic
On the Almost Sure Stability of Dynamical Systems with Respect to White Noise
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Mathematical physics, Tome 152 (2018), pp. 120-124

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider a system of ordinary differential equations possessing an asymptotically stable equilibrium position and examine the stability of this equilibrium under permanent stochastic white-noise-type perturbations. The perturbed system is considered in the form of Stratonovich stochastic differential equations. We also describe restrictions on the parameters of perturbations that guarantee the trajectory-wise stability of the equilibrium with probability $1$.
Keywords: dynamical system, white noise, stability.
Mots-clés : perturbation 
@article{INTO_2018_152_a10,
     author = {O. A. Sultanov},
     title = {On the {Almost} {Sure} {Stability} of {Dynamical} {Systems} with {Respect} to {White} {Noise}},
     journal = {Itogi nauki i tehniki. Sovremenna\^a matematika i e\"e prilo\v{z}eni\^a. Temati\v{c}eskie obzory},
     pages = {120--124},
     publisher = {mathdoc},
     volume = {152},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTO_2018_152_a10/}
}
TY  - JOUR
AU  - O. A. Sultanov
TI  - On the Almost Sure Stability of Dynamical Systems with Respect to White Noise
JO  - Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory
PY  - 2018
SP  - 120
EP  - 124
VL  - 152
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/INTO_2018_152_a10/
LA  - ru
ID  - INTO_2018_152_a10
ER  - 
%0 Journal Article
%A O. A. Sultanov
%T On the Almost Sure Stability of Dynamical Systems with Respect to White Noise
%J Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory
%D 2018
%P 120-124
%V 152
%I mathdoc
%U http://geodesic.mathdoc.fr/item/INTO_2018_152_a10/
%G ru
%F INTO_2018_152_a10
O. A. Sultanov. On the Almost Sure Stability of Dynamical Systems with Respect to White Noise. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Mathematical physics, Tome 152 (2018), pp. 120-124. http://geodesic.mathdoc.fr/item/INTO_2018_152_a10/