Integral representations of solutions for linear stochastic equations with multiplicative perturbances

DOI10.1134/S0005117910040028zbMath1198.93127OpenAlexW2020294500MaRDI QIDQ1956911

M. E. Shaikin

Publication date: 24 September 2010

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117910040028

zbMATH Keywords

continuous multidimensional dynamic systemsgroup-theoretical notionsmultiplicatively perturbed stochastic equationsstochastic Peano series

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Representation of the bilinear system output by multiple stochastic integrals

Cites Work

• Analysis of bilinear noise models in circuits and devices
• Differential forms. With applications to the physical sciences
• Optimal filters for bilinear systems with nilpotent Lie algebras
• Stochastic $H^\infty$
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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