Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
Abstract
By using Lyapunov functions, we obtain conditions for the invariance and stochastic stability of invariant sets of Itô-type systems.
English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 2, pp 323-327.
Citation Example: Stanzhitskii A. N. Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions // Ukr. Mat. Zh. - 2001. - 53, № 2. - pp. 282-285.
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