The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty (Q1665415)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty |
scientific article |
Statements
The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty (English)
0 references
27 August 2018
0 references
Summary: This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô's systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient's uncertainty.
0 references
0 references
0 references
0 references
