Characterization of stochastic mean-field type H\_ index

DOI10.1002/ASJC.1658MaRDI QIDQ4620347zbMATH OpenOpenAlexFDO

Authors

Publication date 8 February 2019

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asjc.1658

zbMATH Keywords

\(\mathcal{H}\_\) indexcontinuous-time stochastic systemscoupled matrix-valued equationsmean field

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by ordinary differential equations (93C15) Stochastic systems in control theory (general) (93E03)

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Cited in

(2)

• Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
• \(\mathcal{H}_-\) index for continuous-time stochastic systems with Markov jump and multiplicative noise

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