Lyapunov number of bilinear stochastic differential equations

DOI10.1215/KJM/1250521063MaRDI QIDQ1069559zbMATH OpenOpenAlexFDO

Authors Osamu Takeyama

Publication date 1985

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250521063

zbMATH Keywords

Lyapunov stabilitystochastic stabilityLyapunov numbersexponential growth of the solutions in terms of the Lie algebras

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cited in

(1)

• Lyapunov Functions for Linear Stochastic Differential Equations: BMI Formulation of the Conditions

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