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)

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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)

Cites Work

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• ON RANDOM TRANSVERSE VIBRATIONS OF A ROTATING BEAM WITH A TIP MASS: METHOD OF INTEGRAL EQUATIONS
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• On the maximum of gaussian fourier series emerging in the analysis of random vibrations
• Exact Controllability of the Damped Wave Equation
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• On controllability of an elastic string with a viscous damping
• Damped vibrations excited by white noise

Cited In (8)

• On stabilization of energy of a conservative system perturbed by a random ``white noise type process in the Itô form
• New results on stochastic systems excited by white noise powers
• Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise
• Stochastic Stability of Some Mechanical Systems
• 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
• Decomposition and stability of linear systems with multiplicative noise
• Stochastic stability of some mechanical systems with a multiplicative white noise

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