Studying of the solution's stability of a generalized non stationary stochastic differential equations system


Abstract in English

Defining some of the essential definitions and conceptions. Stochastic matrix. Stability. Approximate stability. Approximate stability in the quadratic middle. Formula of a system of unsettled non stationary stochastic differential equations. Formula of a generalized system of unsettled non- stationary stochastic differential equations. Foundations of a system of differential equations that divines the partial moments of the second order. Foundations of a system of differential equations that divines matrices of Lyapunov's functions. The necessary and sufficient conditions formatrisses of Lyapunov's functions to assure the stability of the studied system's solution approximately in the quadratic middle.

References used

Al arjeh S. Construction Lyapunov's function for stochastic system differential equation. journal of al Baath UNV., T, 31. 2009
APARANA, G, Systems Analysis: Concepts & Applications. CBS, Delhi, 1993, 303 P
BURTON, T, 1994 – An example on the asymptotic stability for functional differential equations, Non liner Anal. Vol, 8, No. 3,365 – 368

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