Numerical computation of invariant densities of linear control systems driven by multiplicative white noise
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Publication:5707972
DOI10.1080/00207170500146552zbMath1105.93054MaRDI QIDQ5707972
Iakovos Matsikis, Tobias Gayer, Fritz Colonius
Publication date: 25 November 2005
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170500146552
93B52: Feedback control
93E15: Stochastic stability in control theory
93E03: Stochastic systems in control theory (general)
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