On stochastic stability of Markov dynamical systems

zbMATH Open1164.37333MaRDI QIDQ3607261FDOQ3607261

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Publication date: 28 February 2009

Full work available at URL: http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00724-2/home.html

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zbMATH Keywords

stochastic differential equationsLyapunov methodsmean square stabilityMarkov dynamical systems

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Generation, random and stochastic difference and differential equations (37H10)

Cited In (7)

• Stability of Nonlinear Differential Systems with Right-Hand Side Depending on Markov’s Process
• On stochastic perturbations of dynamical systems with a ``rough symmetry. Hierarchy of Markov chains.
• Spectral stability of Markov systems
• On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
• Stability of Markov semigroups and applications to parabolic systems
• Generalized Markov-Bernstein inequalities and stability of dynamical systems
• Stochastic Stability of Markovianly Switched Systems

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