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JOURNALS // Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory // Archive

Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 2018 Volume 152, Pages 120–124 (Mi into356)

On the Almost Sure Stability of Dynamical Systems with Respect to White Noise

O. A. Sultanov

Institution of Russian Academy of Sciences Institute of Mathematics with Computer Center, Ufa

Abstract: We consider a system of ordinary differential equations possessing an asymptotically stable equilibrium position and examine the stability of this equilibrium under permanent stochastic white-noise-type perturbations. The perturbed system is considered in the form of Stratonovich stochastic differential equations. We also describe restrictions on the parameters of perturbations that guarantee the trajectory-wise stability of the equilibrium with probability $1$.

Keywords: dynamical system, perturbation, white noise, stability.

UDC: 517.925.51

MSC: 93E15, 34D10, 60H10


 English version:
Journal of Mathematical Sciences (New York), 2021, 252:2, 242–246

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© Steklov Math. Inst. of RAS, 2025