The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1521-4001(199906)79:6<375::AID-ZAMM375>3.0.CO;2-7" /><375::AID-ZAMM375>3.0.CO;2-7 10.1002/(SICI)1521-4001(199906)79:6<375::AID-ZAMM375>3.0.CO;2-7zbMath0935.70500OpenAlexW2056854811MaRDI QIDQ4268995

M. Frik, M. Kleutges

Publication date: 11 May 2000

Full work available at URL: https://doi.org/10.1002/(sici)1521-4001(199906)79:6<375::aid-zamm375>3.0.co;2-7

Mathematics Subject Classification ID

Computational methods for problems pertaining to mechanics of particles and systems (70-08) Kinematics of mechanisms and robots (70B15)

Related Items (4)

Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation ⋮ On the numerical structure preservation of nonlinear damped stochastic oscillators ⋮ Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise ⋮ Mehrkriterienoptimierung bei der globalen Bahnplanung für elastische Handhabungssysteme

This page was built for publication: The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization