Mean-square stability of linear systems with small bounded stochastic perturbations of their coefficients

DOI10.1016/S0093-6413(97)00018-9MaRDI QIDQ1371246zbMATH OpenOpenAlexFDO

Authors Lambros S. Katafygiotis, Costas Papadimitriou, Yevgeny Tsarkov

Publication date 28 October 1997

Published in Mechanics Research Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0093-6413(97)00018-9

zbMATH Keywords

exponential mean-square stabilityLaurent seriesLyapunov functionalsecond-order stochastic oscillator

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Discrete-time Markov processes on general state spaces (60J05)

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