On the stability of linear and non-linear stochastic transformations

DOI10.1080/00207178108922544MaRDI QIDQ3929647zbMATH OpenOpenAlexFDO

Authors F. Ma, T. K. Caughey

Publication date 1981

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178108922544

zbMATH Keywords

independent stochastic point mappingsLie algebramomentssample spacestabilitystochastic transformation

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3587270 (Why is no real title available?)
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• scientific article; zbMATH DE number 3341385 (Why is no real title available?)
• Lie Theory and Control Systems Defined on Spheres
• Stability of higher order moments for linear stochastic systems

Cited in

(5)

• Approximate analysis of a class of linear stochastic systems with colored noise parameters
• A stability criterion for a class of discrete nonlinear systems with random parameters
• A probabilistic theory of random maps
• On the arithmetic complexity of matrix Kronecker powers
• Stability theorems of stochastic difference equations

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