A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift

Senosiain, MJ; Tocino, A

Senosiain, MJ (通讯作者),Univ Salamanca, Dept Math, Plaza Merced, Salamanca 37008, Spain.

NUMERICAL ALGORITHMS, 2023; ():

Abstract

Mean-square stability analysis of linear stochastic differential systems obtained perturbing ordinary systems by linear terms driven by independent Wi......

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