On Stability Analysis of Linear Differential Equation with Diffusion Coefficients
9. Latvijas matemātikas konference : tēzes = 9th Latvian Mathematical Conference : Abstracts
2012
Jevgeņijs Carkovs,
Kārlis Šadurskis
The paper deals with linear differential equation in n-dimensional space with the right-hand side dependent on Markov diffusion process. Stability investigation using both the 1st and 2nd Lyapunov methods.
Keywords
Markov process, stability, Lyapunov method
Carkovs, J., Šadurskis, K. On Stability Analysis of Linear Differential Equation with Diffusion Coefficients. In: 9. Latvijas matemātikas konference : tēzes = 9th Latvian Mathematical Conference : Abstracts, Latvia, Jelgava, 30-31 March, 2012. Rīga: Latvijas Matemātikas biedrība, 2012, pp.16-16. ISBN 978-9984-45-480-1.
Publication language
English (en)