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Asymptotic stochastic stability in general of strong solutions of stochastic Ito-Skorokhod differential equations of random structure
Lukashiv Taras Olegovich 1 , Yasinsky Volodymyr Kyrylovych 2
1 Department of Mathematical Problems of Management and Cybernetics, Yuriy Fedkovych Chernivtsi National University, Chernivtsi, 58000, Ukraine
2 Department of Mathematical Modeling, Yuriy Fedkovych Chernivtsi National University, Chernivtsi, 58000, Ukraine
Keywords: аsymptotic stochastic stability, Ito-Skorokhod differential equations, Markov chain
Abstract
We use the technique of Lyapunov functions for investigation of the global asymptotic stochastic stability of a strong solution of stochastic differential equations with Poisson perturbations and given internal Markov parameters and external switchings of a Markov type chain.
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Cite
ACS Style
Lukashiv, T.O.; Yasinsky, V.K. Asymptotic stochastic stability in general of strong solutions of stochastic Ito-Skorokhod differential equations of random structure. Bukovinian Mathematical Journal. 2016, 1
AMA Style
Lukashiv TO, Yasinsky VK. Asymptotic stochastic stability in general of strong solutions of stochastic Ito-Skorokhod differential equations of random structure. Bukovinian Mathematical Journal. 2016; 1(1-2).
Chicago/Turabian Style
Taras Olegovich Lukashiv, Volodymyr Kyrylovych Yasinsky. 2016. "Asymptotic stochastic stability in general of strong solutions of stochastic Ito-Skorokhod differential equations of random structure". Bukovinian Mathematical Journal. 1 no. 1-2.
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