Dynamic systems driven by Markov processes

DOI10.1063/1.526844MaRDI QIDQ3692566zbMATH OpenOpenAlexFDO

Authors A. Korzeniowski

Publication date 1985

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.526844

zbMATH Keywords

asymptotic stabilitydynamic reliabilityFeynman-Kac formulainfinitesimal generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites work

• Logarithmic norm and stability of linear systems with random parameters†
• Multiplex control systems: stochastic stability and dynamic reliability
• Schrödinger semigroups

Cited in

(24)

• Dynamic system evolution and Markov chain approximation
• On stability of systems of differential equations with stochastic structural changes
• The right time to sell a stock whose price is driven by Markovian noise
• Indeterminate Markov systems
• Solution to differential equation with time continuous Markov coefficient
• On stability of some general random dynamical system
• Intermediate stability of the solutions to the differential equations system with Markov coefficients
• Asymptotic stability condition for stochastic Markovian systems of differential equations
• Almost asymptotic stability of system of processes
• scientific article; zbMATH DE number 3872414 (Why is no real title available?)
• scientific article; zbMATH DE number 4202173 (Why is no real title available?)
• On Simulating Wiener Integrals and Their Expectations
• On stochastic stability of Markov dynamical systems
• Stability of linear dynamic systems with random time-dependent parameters
• scientific article; zbMATH DE number 65722 (Why is no real title available?)
• scientific article; zbMATH DE number 1531733 (Why is no real title available?)
• Asymptotic stochastic stability of solutions to dynamic systems with Markov parameters
• scientific article; zbMATH DE number 939846 (Why is no real title available?)
• scientific article; zbMATH DE number 4117580 (Why is no real title available?)
• scientific article; zbMATH DE number 775052 (Why is no real title available?)
• scientific article; zbMATH DE number 843182 (Why is no real title available?)
• Markov Systems in a General State Space
• Properties of solutions of dynamical systems with stochastic structure
• Systems of differential equations modeling non-Markov processes

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