On the Stability of Linear Stochastic Differential Equations

DOI10.1115/1.3422979MaRDI QIDQ4403100zbMATH OpenOpenAlexFDO

Authors

Publication date 1973

Published in Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3422979

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05)

Cited in

(11)

• Random differential equations as models of ecosystems: Monte Carlo simulation approach
• The stability of motion of a stochastic viscoelastic system
• Numerical method for investigation of stability of stochastic integro-differential equations
• Influence of randomly varying damping coefficient on the dynamic stability of continuous systems
• Almost-sure stability of a class of distributed parameter systems subjected to random excitations
• Effect of derivative process on the almost-sure asymptotic stability of second-order linear stochastic systems
• Stability properties of systems of linear stochastic differential equations with random coefficients
• Stochastic bifurcation
• Stochastic bifurcation
• Almost sure stability condition of weakly coupled linear nonautonomous random systems
• Moment Lyapunov exponents of the stochastic parametrical Hill's equation

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