2019
Том 71
№ 11

All Issues

Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms

Stanzhitskii A. N.

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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.

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