On the stability of processes defined by stochastic difference- differential equations. (English) Zbl 0169.11601

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[1] Kushner, H. J., On the stability of stochastic dynamical systems, (Proc. Natl. Acad. Sci., 53 (1965)), 8-12 · Zbl 0143.19005
[2] Kushner, H. J., On the theory of stochastic stability, (Leondes, C. T., Advances in Control Systems, Vol. 4 (1966), Academic Press: Academic Press New York) · Zbl 0143.19005
[3] Kushner, H. J., Stochastic Stability and Control (1967), Academic Press: Academic Press New York · Zbl 0178.20003
[4] Hale, J. K., Sufficient conditions for stability and instability of autonomous functional-differential equations, J. Differential Eqs., 1, 452-482 (1965) · Zbl 0135.30301
[5] Itô, K.; Nisio, M., On stationary solutions of a stochastic differential equation, Kyoto, J. Math., 4, 1-75 (1964) · Zbl 0131.16402
[6] Fleming, W. H.; Nisio, M., On the existence of optimal stochastic controls, J. Math. Mech., 15, 777-794 (1966) · Zbl 0144.39901
[7] Krasovskii, N. N., On the stabilization of unstable motions by additional forces when the feedback loop is incomplete, Prikl. Mat. i mekh., 27, 971-1004 (1963), (translation) · Zbl 0135.31401
[8] Dynkin, E. B., Markov Processes (1965), Springer: Springer Berlin, (Translation of 1963 publication of State Publishing House, Moscow) · Zbl 0132.37901
[9] Doob, J. L., Stochastic Processes (1953), Wiley: Wiley New York · Zbl 0053.26802
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