ANALYSIS OF STABILITY OF STOCHASTIC DYNAMIC SYSTEMS UNDER POISSON PERTURBATIONS. Ⅱ. STABILITY OF SOLUTIONS IN QUADRATIC MEAN OF SYSTEMS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS UNDER POISSON PERTURBATIONS

摘要

Necessary and sufficient conditions of asymptotic stability in quadratic mean are obtained for trivial solutions of systems of linear stochastic differential equations under Poisson perturbations. Model problems are analyzed.