On the Almost Sure Stability of Linear Stochastic Systems

DOI10.1137/0134051zbMATH Open0408.93043OpenAlexW2046903512MaRDI QIDQ4196331FDOQ4196331

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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