[期刊论文]

出版年：1985

Consider a differential equationẎ=V ( X(t)) Y(t), where X(t) is a random function. Sufficient conditions for asymptotic stability of the solution in terms of a generator of the stochastic processX(t) are given. The results are illustrated by several examples.

Differential equations ; Markov processes ; Solution processes ; Stochastic processes