A Liapunov method for the estimation of statistical averages

DOI10.1016/0022-0396(66)90047-7zbMath0168.15903OpenAlexW2119188242MaRDI QIDQ2530632

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

Related Items (9)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems ⋮ Stochastic problems of absolute stability ⋮ Unnamed Item ⋮ Simple stability criterion for non-linear systems with multiplicative noise ⋮ Optimal stochastic control ⋮ The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process ⋮ Expansions in nearly linear stochastic dynamical problems ⋮ Ergodic expansions in small noise problems

Cites Work

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