On the mean square stability of linear difference equations

DOI10.1016/0096-3003(79)90015-8MaRDI QIDQ1260304zbMATH OpenOpenAlexFDO

Authors Goodarz Ahmadi

Publication date 1979

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(79)90015-8

zbMATH Keywords

stability theoremsmean square asymptotic stabilityLiapunov methodlinear stochastic difference equations

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Cites work

• scientific article; zbMATH DE number 3531061 (Why is no real title available?)
• scientific article; zbMATH DE number 3353123 (Why is no real title available?)
• A survey of stability of stochastic systems
• Linear system stability via Liapunov's direct method and the square integral
• On Almost Sure Stability of Linear Systems with Random Coefficients
• On Stochastic Linear Systems
• On the Almost Sure Stability of Linear Dynamic Systems With Stochastic Coefficients
• On the Stability of Some Linear Nonautonomous Random Systems
• On the stability of a class of non-stationary non-linear random systems
• The stability of a class of continuous systems with non-stationary random coefficients

Cited in

(4)

• Weighted stochastic Riccati equations for generalization of linear optimal control
• Attracting and quasi-invariant sets for a class of impulsive stochastic difference equations
• A limit formula for joint spectral radius with \(p\)-radius of probability distributions
• Mean square exponential stability of impulsive stochastic difference equations

This page was built for publication: On the mean square stability of linear difference equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260304)