An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
DOI10.1080/00207727608941941zbMATH Open0325.93036OpenAlexW2000167655MaRDI QIDQ4090216FDOQ4090216
Publication date: 1976
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727608941941
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)
Cites Work
Cited In (7)
- The asymptotic stochastic stability in large of the composite stochastic systems
- Convergence d'une méthode de fermeture pour le calcul des moments d'une classe d'équations différentielles stochastiques. (Convergence of a closure method for the calculus of moments for a class of stochastic differential equations.)
- Moment stability for linear systems with a random parametric excitation
- The asymptoticp-stability of composite stochastic systems
- Conditions for the moment stability of linear stochastic systems
- Decomposition and stability of linear systems with multiplicative noise
- Decentralized sensitivity of stochastic composite systems
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