Asymptotic stability of the linear Ito equation in infinite dimensions

DOI10.1016/0022-247X(78)90211-1zbMath0385.93051MaRDI QIDQ1249552

Ulrich G. Haussmann

Publication date: 1978

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

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic analysis (60H99)

Cites Work

• On almost sure asymptotic sample properties of diffusion processes defined by stochastic differential equation
• Extending a theorem of A. M. Liapunov to Hilbert space
• Stochastic differential equations in Hilbert space
• Ito's lemma in infinite dimensions
• Stability and the Infinite-Time Quadratic Cost Problem for Linear Hereditary Differential Systems
• On the Existence of Moments of Stationary Linear Systems with Multiplicative Noise
• Uniform Asymptotic Stability of Evolutionary Processes in a Banach Space
• Mean square stability criteria for stochastic feedback systems
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