Stochastic Stability Conditions for Solutions of DifferentialEquations for Means

Authors: I. A. Soloviev

Keywords: Markov process; stability conditions; differential equations

Abstract:

An approach is proposed for the study of the solutions stability of differential equations for random Markov processes mean values, based on an analysis of the behavior of variance.

References:

[1] Gardiner, C. (2009) Stochastic methods: A handbook for the natural and social sciences. Berlin: Springer-Verlag [2] Lyapunov, A.M. (1992) The general problem of stability motion. London: Taylor & Francis [3] Soloviev, I. (2006) Equations for stochastic fields. Moscow: State University of Land Tenure


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