Bounded solutions of linear stochastic systems

MaRDI QIDQ2850778zbMATH OpenFDO

Authors A. A. Levakov

Publication date 30 September 2013

Published in Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika (Search for Journal in Brave)

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The necessary and sufficient conditions are given for the boundness on mean-square of nonautomous and automous linear stochastic differential systems.

Cited in

(5)

• Boundedness analysis of stochastic pantograph differential systems
• Boundedness theorems of stochastic differential systems with Lévy noise
• On stochastic linear systems with zonotopic support sets
• Dual Pairs of Generalized Lyapunov Inequalities and Balanced Truncation of Stochastic Linear Systems
• scientific article; zbMATH DE number 2118868 (Why is no real title available?)

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