Guðmundsson, Skúli; Hafstein, Sigurdur
(Hindawi Limited, 2018)
We study stability for dynamical systems specifed by autonomous stochastic diferential equations of the form dX(t) = f(X(t))dt +
g(X(t))dW(t), with (X(t))t≥0 an Rd
-valued Ito process and ˆ (W(t))t≥0 an RQ-valued Wiener process, and the functions f ...