UDC 519.217
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
Abstract. Тhe authors investigate the asymptotic stability in the mean square of the trivial solution
of the stochastic diffusion Gikhman–Ito functional differential equations in terms of the eigenvalues
of the matrix constructed from the coefficients of these equations.
Keywords: criterion, stability of the solution, stochastic functional differential Gikhman–Ito equations, external disturbances.
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