ON THE STABILITY WITH PROBABILITY ONE FOR A CLASS OF STOCHASTIC SEMIGROUPS
A. C. CHANITheory of Stochastic Processes Vol. 11 (27), no. 3–4, 2005, pp. 58–62
The formulated theorem specifies the result of A.V. Skorokhod concerning the stability with probability one for the solution of a linear stochastic system built on a continuous homogeneous semimartingale with independent increments.
Full version