On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (Q5086707): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:26, 8 February 2024
scientific article; zbMATH DE number 7554003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits |
scientific article; zbMATH DE number 7554003 |
Statements
On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (English)
0 references
7 July 2022
0 references
linear stochastic differential equations
0 references
sample path boundedness
0 references
stochastic system stability
0 references
Lyapunov methodology
0 references
positive supermartingale maximal inequality
0 references
stochastic linear quadratic adaptive control
0 references
