Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms
Abstract
For linear stochastic systems, we obtain sufficient conditions for mean-square exponential dichotomy in terms of Lyapunov functions that are quadratic forms.
English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 11, pp 1882-1894.
Citation Example: Stanzhitskii A. N. Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms // Ukr. Mat. Zh. - 2001. - 53, № 11. - pp. 1545-1555.
Full text
