Systems of differential inequalities and stochastic differential equations. II
- 1 April 1975
- journal article
- research article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 16 (4), 894-900
- https://doi.org/10.1063/1.522594
Abstract
By employing vector Lyapunov−like functions and the theory of systems of differential inequalities, a very general comparison theorem for Itô type stochastic differential systems is developed. Furthermore, sufficient conditions are given for conditional stability and conditional boundedness of solutions in the mean.Keywords
This publication has 2 references indexed in Scilit:
- Differential inequalities and stochastic functional differential equationsJournal of Mathematical Physics, 1974
- Vector Lyapunov functions and conditional stabilityJournal of Mathematical Analysis and Applications, 1965