Denisova, I. Yu On the stability of an invariant set of a system of stochastic differential equations. (English. Russian original) Zbl 0838.60049 Theory Probab. Math. Stat. 46, 47-50 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 50-53 (1992). The invariant set of a linear stochastic differential equation is analyzed, and sufficient conditions for stability of the invariant set are given. Reviewer: C.Vârsan (Bucureşti) MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 93E15 Stochastic stability in control theory Keywords:linear stochastic differential equation; sufficient conditions for stability; invariant set × Cite Format Result Cite Review PDF