Stability criteria for stochastic systems with colored multiplicative noise

DOI10.1007/BF01174016zbMath0338.34061MaRDI QIDQ1231072

K. Appert

Publication date: 1975

Published in: Acta Mechanica (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise ⋮ Stabilizability of minimum-phase systems with colored multiplicative uncertainty ⋮ Approximate analysis of a class of linear stochastic systems with colored noise parameters

Cites Work

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• On the relation between ordinary and stochastic differential equations
• A survey of stability of stochastic systems
• Lie Theory and Control Systems Defined on Spheres

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