Published May 2004 | Version v1
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On parametric domain for asymptotic stability with probability one of zero solution of linear Ito stochastic differential equations

Creators

  • 1. Abdus Salam International Centre for Theoretical Physics, Trieste (Italy)
  • 2. Institute of Mathematics, Hanoi (Viet Nam)
  • 3. Vinh University, Vinh (Viet Nam)

Description

We describe a practical implementation for finding parametric domain for asymptotic stability with probability one of zero solution of linear Ito stochastic differential equations based on Korenevskij and Mitropolskij's sufficient condition and our sufficient conditions. Numerical results show that all of these sufficient conditions are crucial in the implementation. (author)

Availability note (English)

Available from INIS in electronic form; Also available at: http://www.ictp.trieste.it

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Additional details

Publishing Information

Imprint Pagination
12 p.
Report number
IC--2004/24

INIS

Country of Publication
International Atomic Energy Agency (IAEA)
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
36028553
Subject category
CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Quality check status
Yes
Descriptors DEI
ASYMPTOTIC SOLUTIONS; DIFFERENTIAL EQUATIONS; NUMERICAL SOLUTION; PROBABILITY; STABILITY; STOCHASTIC PROCESSES;
Descriptors DEC
EQUATIONS; MATHEMATICAL SOLUTIONS;

Optional Information

Notes
10 refs, 2 tabs