Some Averaging and Stability Results for Random Differential Equations

DOI10.1137/0136009zbMath0412.60069OpenAlexW2128561513MaRDI QIDQ4200965

Stuart Geman

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1137/0136009

zbMATH Keywords

stochastic approximationmethod of averagingstochastic stabilityrandom differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Stochastic stability in control theory (93E15)

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