Stability in the first approximation for stochastic systems

DOI10.1016/0021-8928(67)90206-7MaRDI QIDQ5674741zbMATH OpenOpenAlexFDO

Authors R. Z. Khas'minskiĭ

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)90206-7

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites work

• Convergence of moments of the Robbins-Monro procedure
• scientific article; zbMATH DE number 3423386 (Why is no real title available?)
• scientific article; zbMATH DE number 3778463 (Why is no real title available?)
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• scientific article; zbMATH DE number 3291634 (Why is no real title available?)
• scientific article; zbMATH DE number 3333821 (Why is no real title available?)
• On the stability of systems with random parameters

Cited in

(4)

• Exponential stability of large-scale stochastic differential equations
• A survey of stability of stochastic systems
• Exponential stability for stochastic differential equation driven by G-Brownian motion
• A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise

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