On the exponential stability and instability of linear stochastic systems

DOI10.1080/00207178108922929zbMath0452.93043OpenAlexW2060918055MaRDI QIDQ3899924

T. Sasagawa

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922929

zbMATH Keywords

exponential stabilityIto equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (5)

Stability of numerical methods for solving stochastic differential equations ⋮ Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise ⋮ Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. ⋮ A note on the exponential asymptotic properties of linear stochastic systems ⋮ Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems

Cites Work

• Optimal Stationary Control of a Linear System with State-Dependent Noise
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