Global stability and dichotomy of a class of nonlinear systems with random parameters

DOI10.1007/BF00968418zbMath0474.93069OpenAlexW2334469825MaRDI QIDQ1159647

V. A. Brusin

Publication date: 1981

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00968418

zbMATH Keywords

stochastic differential equationsstochastic stabilitystochastic variational problemBellman principleone-dimensional Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)

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Cites Work

• Stochastic stability and control
• Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type
• L₂-bounded stability for a stochastic system†
• DETERMINATION OF STABILITY BY LINEAR APPROXIMATION OF A PERIODIC SOLUTION OF A SYSTEM OF DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS RIGHT-HAND SIDES
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