Stability of linear differential equations with random coefficients

DOI10.1109/TAC.1977.1101612zbMATH Open0362.93033OpenAlexW2133233878MaRDI QIDQ4137048FDOQ4137048

Authors: Gilmer L. Blankenship 

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1977.1101612

Mathematics Subject Classification ID

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

Cited In (11)

• Small-gain criteria for mean-square stability of random delay systems
• Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations
• On the stability of slowly time-varying linear systems
• A stability criterion for linear time-varying systems
• A result on the stability of linear differential equations with random coefficients
• Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
• Almost sure and moments stability of jump linear systems
• Stochastic bifurcation
• Decomposition and stability of linear systems with multiplicative noise
• Stochastic bifurcation
• Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters

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