Analysis of exponential stability of a linear stochastic oscillator under small diffusive disturbances

DOI10.1023/B:CASA.0000034445.65789.3CzbMath1125.93067OpenAlexW2078732741MaRDI QIDQ1780232

S. L. Rogol, V. K. Yasinskij

Publication date: 7 June 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:casa.0000034445.65789.3c

zbMATH Keywords

linear stochastic oscillatorexponential stability in the quadratic meansmall Markov diffusive disturbancesstochastic differential equation of the second order

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (3)

Stability of dynamic systems with aftereffect under Markov perturbations ⋮ Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems ⋮ Lyapunov function method for investigation of stability of stochastic Ito random-structure systems with impulse Markov switchings. II: First-approximation stability of stochastic impulse systems with Markov parameters

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