Algebraic criterion for the stochastic stability of linear systems with the parametric action of correlated white noise

DOI10.1016/0021-8928(72)90067-6zbMath0266.93061OpenAlexW1611574755MaRDI QIDQ2562837

M. V. Levit

Publication date: 1972

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(72)90067-6

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Stabilization of a linear stochastic system subjected to White noise - type parametric disturbances

Cites Work

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• Convergence of moments of the Robbins-Monro procedure
• On the stability of systems with random parameters
• Stability of a linear system with random disturbances of its parameters
• Some remarks concerning the stability of a linear stochastic system
• On the Numerical Solution of Degenerate Linear and Nonlinear Elliptic Boundary Value Problems

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