Detail publikace
Stability of the zero solution of nonlinear differential equations under the influence of white noise
DZHALLADOVA, I. RŮŽIČKOVÁ, M. ŠTOUDKOVÁ RŮŽIČKOVÁ, V.
Anglický název
Stability of the zero solution of nonlinear differential equations under the influence of white noise
Typ
Článek WoS
Jazyk
en
Originální abstrakt
The paper deals with a system of nonlinear differential equations under the influence of white noise. This system can be used as a mathematical model of various real problems in finance, mathematical biology, climatology, signal theory and others. Necessary and sufficient conditions for the asymptotic mean square stability of the zero solution of this system are derived in the paper. The paper introduces a new approach to studying such problems – construction of a suitable deterministic system with the use of Lyapunov function.
Klíčová slova anglicky
stochastic systems; white noise; mean square stability; Lyapunov function
Vydáno
2015-05-07
Nakladatel
SpringerOpen
ISSN
1687-1847
Časopis
Advances in Difference Equations
Ročník
2015
Číslo
143
Počet stran
10
BIBTEX
@article{BUT114441,
author="Irada {Dzhalladova} and Miroslava {Růžičková} and Viera {Štoudková Růžičková}",
title="Stability of the zero solution of nonlinear differential equations under the influence of white noise",
journal="Advances in Difference Equations",
year="2015",
volume="2015",
number="143",
pages="10",
doi="10.1186/s13662-015-0482-y",
issn="1687-1847",
url="http://www.advancesindifferenceequations.com/content/2015/1/143"
}