A stochastic integral equation in Hilbert space with a discrete version and application to stochastic systems

DOI10.1007/BF01824807zbMath0256.60037MaRDI QIDQ5671443

W. J. Padgett, Chris P. Tsokos

Publication date: 1973

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (3)

On a random volterra integral inclusion in banach spaces^∗ ⋮ Existence and stability behavior of random solutions of a system of nonlinear random equations ⋮ Stochastic differential operator equations with random initial conditions

Cites Work

• Stability of linear systems with random parameters
• The behaviour of integral and subharmonic functions
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• On a semi-stochastic model arising in a biological system
• A stochastic model for chemotherapy: computer simulation
• On a stochastic integral equation of the Volterra type
• On the classical stability theorem of Poincaré- Lyapunov with a random parameter
• A Stochastic Integral Equation
• The method of V. M. Popov for differential systems with random parameters
• On a stochastic integral equation of the Volterra type in telephone traffic theory
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