Correlation free forms for nonlinear stochastic systems

DOI10.1016/0022-247X(89)90123-6zbMath0683.93073OpenAlexW2066947209MaRDI QIDQ1825172

Zeev Schuss, Semyon M. Meerkov, Thordur Runolfsson

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(89)90123-6

zbMATH Keywords

stochastic perturbationlimiting equationsCorrelation freeWong-Zakai correction

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Nonlinear systems with fast parametric oscillations
• On the relation between ordinary and stochastic differential equations
• Stabilization of Linear Systems by Noise
• Vibrational control of nonlinear systems: Vibrational stabilizability
• Ergodicity of diffusion and temporal uniformity of diffusion approximation
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I

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