Maslowski, Bohdan On some stability properties of stochastic differential equations of Itô’s type. (English) Zbl 0625.60066 Čas. Pěstování Mat. 111, 404-423 (1986). The author deals with stability of strong solutions for the SDE \[ d\zeta_ t=b(t,\zeta_ t)dt+\sigma (t,\zeta_ t)dW_ t. \] The distance between two solutions is described by a suitable function \(\rho\) (t,x,y). Conditions for stability are given in terms of appropriate Lyapunov-functions. Reviewer: D.Beyer Cited in 1 Document MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 93E15 Stochastic stability in control theory Keywords:stability of strong solutions; Lyapunov-functions PDFBibTeX XMLCite \textit{B. Maslowski}, Čas. Pěstování Mat. 111, 404--423 (1986; Zbl 0625.60066) Full Text: EuDML