Equations for moments and stability conditions of linear systems with scalar parametric perturbation by Markov chain

DOI10.1016/0021-8928(80)90054-4zbMath0476.93075OpenAlexW2074684753MaRDI QIDQ1160109

E. N. Berezina, M. V. Levit

Publication date: 1980

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(80)90054-4

zbMATH Keywords

Markov chainslinear differential equationsstochastic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• On the stability of systems with random parameters
• A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
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