Differential inequalities and Ito type stochastic differential equations. (English) Zbl 0274.60041
Equations differ. fonctionnelles non lin., Actes Conf. internat. ”Equa- Diff 73”, Bruxelles et Louvain-la-Neuve 1973, 611-640 (1973).
MSC:
| 60J99 | Markov processes |
| 34A40 | Differential inequalities involving functions of a single real variable |
| 34F05 | Ordinary differential equations and systems with randomness |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 93E15 | Stochastic stability in control theory |
| 93D05 | Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory |
