A descent method for uhe stochastic differential equations
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 159-163
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A. M. Lyapunov had proved so called descent method in the stability theory for the ordinary differential equations. This method is generalized to some class of Ito stochastic systems of differential equations. The theorem 1 is a multidimensional generalization of a theorem of Pinsky [1] .
@article{ZNSL_1979_87_a12,
author = {R. Z. Khas'minskii},
title = {A~descent method for uhe stochastic differential equations},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {159--163},
year = {1979},
volume = {87},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a12/}
}
R. Z. Khas'minskii. A descent method for uhe stochastic differential equations. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 159-163. http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a12/