Riccati equations in the stability of retarded stochastic linear systems

zbMATH Open1123.34323MaRDI QIDQ1882201FDOQ1882201

Authors: Yanyan Li 

Publication date: 19 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited In (11)

• Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• Application of the general method of Lyapunov functionals construction for difference Volterra equations
• Some peculiarities of the general method of Lyapunov functionals construction
• The stationary distribution and extinction of generalized multispecies stochastic Lotka-Volterra predator-prey system
• A survey: stability and boundedness of Volterra difference equations
• A new method of solving the optimal control problem for a partially observable stochastic Volterra process
• Optimal control of Volterra type stochastic difference equations
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
• Mean square exponential stability of impulsive stochastic difference equations

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