Mean-square stability of linear systems with small bounded stochastic perturbations of their coefficients

DOI10.1016/S0093-6413(97)00018-9zbMath0886.34049OpenAlexW2074389322MaRDI QIDQ1371246

Costas Papadimitriou, Lambros S. Katafygiotis, Yevgeny Tsarkov

Publication date: 28 October 1997

Published in: Mechanics Research Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0093-6413(97)00018-9

zbMATH Keywords

Lyapunov functionalLaurent seriesexponential mean-square stabilitysecond-order stochastic oscillator

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

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