scientific article; zbMATH DE number 4008187

zbMATH Open0621.93005MaRDI QIDQ3758629FDOQ3758629

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Publication date: 1986

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zbMATH Keywords

aggregationmultiplicative noisesupermartingalestochastic inclusion principle

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Large-scale systems (93A15) Stochastic systems in control theory (general) (93E03)

Cited In (3)

• Approximate aggregation of linear stochastic systems
• On the asymptotic aggregation of high dimensional systems
• Long Time Behavior of a System of Stochastic Differential Equations Modelling Aggregation

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