A descent method for uhe stochastic differential equations
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 159-163 Cet article a éte moissonné depuis la source Math-Net.Ru

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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] .
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     title = {A~descent method for uhe stochastic differential equations},
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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/