On the Almost Sure Stability of Linear Stochastic Systems

DOI10.1137/0134051MaRDI QIDQ4196331zbMATH OpenOpenAlexFDO

Authors A. Parthasarathy, R. M. Evan-Iwanowski

Publication date 1978

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0134051

zbMATH Keywords

Linear Stochastic SystemsAlmost Sure Asymptotic Stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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