Closure method and asymptotic expansions for linear stochastic systems

DOI10.1016/j.jmaa.2006.07.025zbMath1108.60051OpenAlexW2013057771MaRDI QIDQ868818

Roman V. Bobryk

Publication date: 26 February 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.07.025

zbMATH Keywords

momentssingular perturbationmatrix continued fraction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (8)

Stability analysis of a SIR epidemic model with random parametric perturbations ⋮ Transitions in a Duffing oscillator excited by random noise ⋮ Generalized continued fractions: a unified definition and a Pringsheim-type convergence criterion ⋮ On closure methods in nonlinear stochastic dynamics ⋮ Stochastic multiresonance in oscillators induced by bounded noise ⋮ Stability regions for Mathieu equation with imperfect periodicity ⋮ Two-sided continued fractions in Banach algebras -- a Śleszyński-Pringsheim-type convergence criterion and applications ⋮ Stochastic stability of coupled oscillators

Cites Work

• Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system
• Inversion of nonlinear stochastic operators
• A generalization of a theorem of Pringsheim
• Transformations of Wiener integrals under translations
• Moment Lyapunov exponents of a two-dimensional system under bounded noise parametric excitation
• Mean square stabilization of linear systems by mean zero noise
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