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In contrast with more conventional studies, our analysis is not based on the existence of Lyapunov functions, and it does not rely on any ergodic properties. These approaches are often difficult to apply in practice when the drift\/diffusion coefficients are random. We present rather weak and easily checked perturbation-type conditions for the asymptotic stability of time-varying and random linear stochastic differential equations. We provide new log-Lyapunov estimates and exponential contraction inequalities on any time horizon as soon as the fluctuation parameter is sufficiently small. These seem to be the first results of this type for this class of linear stochastic differential equations with random coefficient matrices.<\/jats:p>","DOI":"10.1137\/18m1182759","type":"journal-article","created":{"date-parts":[[2019,3,19]],"date-time":"2019-03-19T11:54:56Z","timestamp":1552996496000},"page":"1023-1042","source":"Crossref","is-referenced-by-count":13,"title":["Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients"],"prefix":"10.1137","volume":"57","author":[{"given":"Adrian N.","family":"Bishop","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Pierre","family":"Del Moral","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2019,3,19]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1175\/1520-0493(1999)127<2741:AMCIOT>2.0.CO;2"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1016\/0022-1236(82)90080-5"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1109\/TCT.1959.1086610"},{"key":"atypb4","doi-asserted-by":"crossref","unstructured":"B. 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