On stochastic stability of Markov dynamical systems

MaRDI QIDQ3607261zbMATH OpenFDO

Authors

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

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)

Recommendations

• Mean square stability of linear dynamical systems with small Markov perturbations. I. Bounded coefficients
• Intermediate stability of the solutions to the differential equations system with Markov coefficients
• Mean square stability of linear dynamical systems with small Markov perturbations. II. Diffusion coefficients
• Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
• Dynamic systems driven by Markov processes

Cited in

(7)

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

This page was built for publication: On stochastic stability of Markov dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3607261)