Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 159-163
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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/
@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/}
}
TY - JOUR
AU - R. Z. Khas'minskii
TI - A descent method for uhe stochastic differential equations
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1979
SP - 159
EP - 163
VL - 87
UR - http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a12/
LA - ru
ID - ZNSL_1979_87_a12
ER -
%0 Journal Article
%A R. Z. Khas'minskii
%T A descent method for uhe stochastic differential equations
%J Zapiski Nauchnykh Seminarov POMI
%D 1979
%P 159-163
%V 87
%U http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a12/
%G ru
%F ZNSL_1979_87_a12
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] .
