Stability in the mean square of a system of stochastic differential equations

DOI10.1016/0021-8928(67)90038-XzbMath0217.40403OpenAlexW1536781295MaRDI QIDQ5621586

G. N. Mil'shtejn, Yu. M. Repin

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)90038-x

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05) Stability theory for ordinary differential equations (34D99)

Related Items (1)

Mean square stability of linear systems under the action of a Markov chain

Cites Work

• On the stability of systems with random parameters
• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• Stability of a linear system with random disturbances of its parameters
• On stochastic differential equations
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