Stability of Dynamical Systems with a Multiplicative White Noise

DOI10.1142/S021949370300070XzbMATH Open1047.60061MaRDI QIDQ4451793FDOQ4451793

Authors B. P. Belinskii, Peter Caithamer

Publication date 1 March 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationmoment stabilityGaussian noiseexpected energy

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3168774 (Why is no real title available?)
• scientific article; zbMATH DE number 3174142 (Why is no real title available?)
• scientific article; zbMATH DE number 3686457 (Why is no real title available?)
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• scientific article; zbMATH DE number 3270595 (Why is no real title available?)
• scientific article; zbMATH DE number 3045182 (Why is no real title available?)
• Damped vibrations excited by white noise
• Exact Controllability of the Damped Wave Equation
• ON RANDOM TRANSVERSE VIBRATIONS OF A ROTATING BEAM WITH A TIP MASS: METHOD OF INTEGRAL EQUATIONS
• On controllability of an elastic string with a viscous damping
• On the maximum of gaussian fourier series emerging in the analysis of random vibrations
• Vibrations of rotating beams with tip mass

Cited in

(8)

• Decomposition and stability of linear systems with multiplicative noise
• On stabilization of energy of a conservative system perturbed by a random ``white noise type process in the Itô form
• Stochastic stability of some mechanical systems with a multiplicative white noise
• Stochastic Stability of Some Mechanical Systems
• New results on stochastic systems excited by white noise powers
• Almost sure and moment Lyapunov exponents for a stochastic beam equation
• Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
• Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise

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