Asymptotic \(2p\)-moment stability of stochastic linear systems

DOI10.1016/S0093-6413(98)00095-0zbMath0968.60052OpenAlexW2018367821MaRDI QIDQ1976701

Lambros S. Katafygiotis, James L. Beck, Costas Papadimitriou

Publication date: 2 September 2001

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

Full work available at URL: https://doi.org/10.1016/s0093-6413(98)00095-0

zbMATH Keywords

asymptotic moment stabilitystochastic linear differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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\(p\)th moment stability of discrete-time Markov jump systems by extended system method

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