On Stability Analysis of Linear Differential Equation with Diffusion Coefficients

Jevgeņijs Carkovs; Kārlis Šadurskis

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.

Atslēgas vārdi
Markov process, stability, Lyapunov method

Carkovs, J., Šadurskis, K. On Stability Analysis of Linear Differential Equation with Diffusion Coefficients. No: 9. Latvijas matemātikas konference : tēzes = 9th Latvian Mathematical Conference : Abstracts, Latvija, Jelgava, 30.-31. marts, 2012. Rīga: Latvijas Matemātikas biedrība, 2012, 16.-16.lpp. ISBN 978-9984-45-480-1.

Publikācijas valoda
English (en)