Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients

DOI10.1137/0146053MaRDI QIDQ4720488zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

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

Full work available at URL http://hdl.handle.net/1903/4392

zbMATH Keywords

Lyapunov exponentslinear stochastic differential equationproducts of random matricesstabilizing an unstable system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15)

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Cited in

(13)

• Lyapunov exponents of stochastic differential equations driven by Lévy processes
• Analysis of bilinear noise models in circuits and devices
• Optimal stochastic scheduling of systems with Poisson noises
• Stabilization of the stochastic jump diffusion systems by state-feedback control
• Analysis of stability of stochastic dynamic systems under Poisson perturbations. II: Stability of solutions in quadratic mean of systems of linear stochastic differential equations under Poisson perturbations
• Almost sure and moments stability of jump linear systems
• Delay-dependent stability analysis of stochastic time-delay systems involving Poisson process
• Almost sure stability of linear stochastic differential equations with jumps
• On almost sure stability conditions of linear switching stochastic differential systems
• Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations
• Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps
• Synchronization in networks with random interactions: Theory and applications
• TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS

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