Equations for moments and stability conditions of linear systems with scalar parametric perturbation by Markov chain

DOI10.1016/0021-8928(80)90054-4MaRDI QIDQ1160109zbMATH OpenOpenAlexFDO

Authors E. N. Berezina, M. V. Levit

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0021-8928(80)90054-4

zbMATH Keywords

Markov chainsstochastic stabilitylinear differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15)

Cites work

• scientific article; zbMATH DE number 3728096 (Why is no real title available?)
• scientific article; zbMATH DE number 3453799 (Why is no real title available?)
• scientific article; zbMATH DE number 3339874 (Why is no real title available?)
• scientific article; zbMATH DE number 3200675 (Why is no real title available?)
• A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
• On the stability of systems with random parameters

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