Conditions for the moment stability of linear stochastic systems

DOI10.1016/0167-6911(93)90064-DzbMath0768.93084OpenAlexW2013446907MaRDI QIDQ1803849

Roman V. Bobryk

Publication date: 29 June 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(93)90064-d

zbMATH Keywords

Ornstein-Uhlenbeck processmoment stabilitywhite noise parameters

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Stabilization of linear systems by a multiplicative random noise

Cites Work

• On the relation between ordinary and stochastic differential equations
• A survey of stability of stochastic systems
• An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• On the Stability of Some Linear Nonautonomous Random Systems
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