Zum asymptotischen Verhalten der Lösungen im quadratischen Mittel von linearen stochastischen Differentialgleichungssystemen

DOI10.1002/zamm.19680480113zbMath0155.24005OpenAlexW1967227339MaRDI QIDQ5538162

Helga Königsdorf

Publication date: 1968

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19680480113

zbMATH Keywords

probability theory

Related Items

Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise

Cites Work

• On Almost Sure Stability of Linear Systems with Random Coefficients