Gubkin, A. A.; Ryashko, L. B. Iterative method for stochastic stability of linear differential equation with periodic coefficients analysis. (Russian. English summary) Zbl 1515.34057 Differ. Uravn. Protsessy Upr. 2005, No. 2, 105-121 (2005). Summary: The paper is devoted to the stability analysis for stochastic differential equations with periodic coefficients under parametric random disturbances. Such systems are basic mathematical models for many real oscillatory processes. Multiplicative kind of disturbances makes their analysis more difficult.In the systems with random disturbances one can study different kinds of stability. The kind considered here is the stability in mean squares. In the basis of the method developed in this paper lies the spectral criterion, allowing to reduce the question on stability to evaluating of spectral radius of some positive operator. For evaluating the spectral radius a simple iterative method is suggested.The main theoretical result in the paper is the proof of iterative method convergence, obtained with the help of theory of positive operators. Quite simple sufficient conditions of convergence allow to use the method for wide class of systems analysis.The suggested method in the difficult task of stability domains construction is more effective in comparison to traditionally used method of second moments. MSC: 34D20 Stability of solutions to ordinary differential equations 34A30 Linear ordinary differential equations and systems 37C60 Nonautonomous smooth dynamical systems 34F05 Ordinary differential equations and systems with randomness 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 34A45 Theoretical approximation of solutions to ordinary differential equations PDFBibTeX XMLCite \textit{A. A. Gubkin} and \textit{L. B. Ryashko}, Differ. Uravn. Protsessy Upr. 2005, No. 2, 105--121 (2005; Zbl 1515.34057) Full Text: Link