The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization

DOI<375::AID-ZAMM375>3.0.CO;2-7 10.1002/(SICI)1521-4001(199906)79:6<375::AID-ZAMM375>3.0.CO;2-7zbMath0938.34072OpenAlexW2056854811MaRDI QIDQ4253105

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Publication date: 21 June 2000

Full work available at URL: https://doi.org/10.1002/(sici)1521-4001(199906)79:6<375::aid-zamm375>3.0.co;2-7

zbMATH Keywords

asymptotic behaviourdamped harmonic oscillatorsdiscretization methodslinear stochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic systems in control theory (general) (93E03)

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