On the Existence of Moments of Stationary Linear Systems with Multiplicative Noise

DOI10.1137/0312009zbMath0282.93063OpenAlexW2009803489MaRDI QIDQ4768954

Ulrich G. Haussmann

Publication date: 1974

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0312009

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items (1)

Asymptotic stability of the linear Ito equation in infinite dimensions

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