Behavior of a linear system under small random excitation of its parameters

DOI10.1016/0021-8928(67)90043-3zbMATH Open0189.17503OpenAlexW1674442572MaRDI QIDQ5583500FDOQ5583500

Authors: M. B. Nevel'son 

Publication date: 1967

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(67)90043-3

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Cites Work

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• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
• On the Behavior of the Invariant Measure of a Diffusion Process with Small Diffusion on a Circle
• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• Title not available (Why is that?)
• ON THE SMOOTHNESS OF SOLUTIONS OF DEGENERATE ELLIPTIC EQUATIONS
• On the impossibility of stabilizing a system in the mean-square by random perturbation of its parameters
• On the stability of nonlinear stochastic systems

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise

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