Mean-Square Stability and Instability Criteria for the Gikhman–Ito Stochastic Diffusion Functional Differential Systems Subject to External Disturbances of the Type of Random Variables

The authors investigate the asymptotic stability in quadratic mean of the trivial solution of the Gikhman–Ito stochastic diffusion functional differential equations in terms of the eigenvalues of the matrix constructed from the coefficients of these equations.

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Bibliographic Details
Published inCybernetics and systems analysis Vol. 59; no. 2; pp. 283 - 295
Main Authors Yasynskyy, V. K., Yurchenko, I. V.
Format Journal Article
LanguageEnglish
Published New York Springer US 01.03.2023
Springer
Springer Nature B.V
Subjects
Analysis
Artificial Intelligence
Control
Differential equations
Diffusion
Eigenvalues
Mathematical analysis
Mathematics
Mathematics and Statistics
Processor Architectures
Random variables
Software Engineering/Programming and Operating Systems
Stability criteria
Systems Theory
criterion
external disturbances
stability of the solution
Gikhman–Ito stochastic functional differential equations
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Summary:The authors investigate the asymptotic stability in quadratic mean of the trivial solution of the Gikhman–Ito stochastic diffusion functional differential equations in terms of the eigenvalues of the matrix constructed from the coefficients of these equations.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-023-00562-6