On stability of systems of differential equations with stochastic structural changes
From MaRDI portal
A system of stochastic structure with finite number of states is considered. In each structural state, the system is described by an ordinary vector differential equation, and the process of change of structural states is represented by a homogeneous Markov chain with given transition probabilities. The Lyapunov techniques are used to solve the problem of asymptotic mean square stability of the solution \(x=0\). An example of a linear system with two structural states is given.
Recommendations
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings
- Stability of stochastic systems of random structure with Markov switchings and perturbations
- Selected questions of stability of systems with random structure, finite after-effect and external Markov switching
- Asymptotic stability condition for stochastic Markovian systems of differential equations
- Dynamic systems driven by Markov processes
Cited in
(5)- Stochastic systems with a random jump in phase trajectory: stability of their motion
- On stability of systems with periodic structure alterations
- scientific article; zbMATH DE number 3965610 (Why is no real title available?)
- scientific article; zbMATH DE number 1530154 (Why is no real title available?)
- Large-scale stochastic hereditary systems under Markovian structural perturbations. III: Qualitative analysis
This page was built for publication: On stability of systems of differential equations with stochastic structural changes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1589159)
