Variance of integral in linear stochastic systems

MaRDI QIDQ1226464zbMATH OpenFDO

Authors G. N. Mil'shtejn

Publication date 1974

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

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