A Liapunov method for the estimation of statistical averages

DOI10.1016/0022-0396(66)90047-7MaRDI QIDQ2530632zbMATH OpenOpenAlexFDO

Authors W. Murray Wonham

Publication date 1966

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(66)90047-7

zbMATH Keywords

probability theory

Cites work

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• Liapunov criteria for weak stochastic stability
• On the Existence of Lyapunov Function for the Problem of Lur’e
• On the Harnack inequality for linear elliptic equations

Cited in

(10)

• Expansions in nearly linear stochastic dynamical problems
• Ergodic expansions in small noise problems
• The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems
• Optimal stochastic control
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Simple stability criterion for non-linear systems with multiplicative noise
• scientific article; zbMATH DE number 3320001 (Why is no real title available?)
• Subexponential lower bounds for f-ergodic Markov processes
• Stochastic problems of absolute stability

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