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Differentsial'nye Uravneniya, 1995, Volume 31, Number 11, Pages 1851–1857 (Mi de8862)  
Ordinary Differential Equations

A method for constructing Lyapunov functionals for stochastic differential equations of neutral type

V. B. Kolmanovskii, L. E. Shaikhet

Moscow Institute of Electronics and Mathematics
Full-text PDF (938 kB)
Received: 30.06.1995
Bibliographic databases:
Document Type: Article
UDC: 517.97
Language: Russian
Citation: V. B. Kolmanovskii, L. E. Shaikhet, “A method for constructing Lyapunov functionals for stochastic differential equations of neutral type”, Differ. Uravn., 31:11 (1995), 1851–1857; Differ. Equ., 31:11 (1995), 1819–1825
Citation in format AMSBIB
\Bibitem{KolSha95}
\by V.~B.~Kolmanovskii, L.~E.~Shaikhet
\paper A method for constructing Lyapunov functionals for stochastic differential equations of neutral type
\jour Differ. Uravn.
\yr 1995
\vol 31
\issue 11
\pages 1851--1857
\mathnet{http://mi.mathnet.ru/de8862}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1434886}
\transl
\jour Differ. Equ.
\yr 1995
\vol 31
\issue 11
\pages 1819--1825
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