On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations
- 1 November 1967
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 5 (4) , 588-593
- https://doi.org/10.1137/0305037
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- On almost sure asymptotic sample properties of diffusion processes defined by stochastic differential equationKyoto Journal of Mathematics, 1965
- On the Existence of Lyapunov Function for the Problem of Lur’eJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- On the stability of the trajectory of markov processesJournal of Applied Mathematics and Mechanics, 1962
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951