On the Optimal Stabilization of an Integral Manifold


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Abstract

By the method of Lyapunov functions, we study the problem of optimal stabilization of an analytically defined integral manifold in the class of stochastic differential equations in the case where random perturbations belong to the class of processes with independent increments.

About the authors

G. K. Vasilina

Al-Farabi Kazakh National University, Institute of Mathematics and Mathematical Simulation, Ministry of Education and Science of Kazakhstan

Author for correspondence.
Email: v_gulmira@mail.ru
Kazakhstan, Pushkin Str., 125, Almaty, 050010

M. I. Tleubergenov

Al-Farabi Kazakh National University, Institute of Mathematics and Mathematical Simulation, Ministry of Education and Science of Kazakhstan

Email: v_gulmira@mail.ru
Kazakhstan, Pushkin Str., 125, Almaty, 050010

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