Construction of Lyapunov functions for second-order linear stochastic stationary systems

DOI10.1007/s10958-020-05049-9zbMath1451.93338OpenAlexW3088439288MaRDI QIDQ2206276

Yanyan Li

Publication date: 22 October 2020

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-020-05049-9

zbMATH Keywords

stabilityLyapunov functionlinear stochastic differential systemGaussian white noise process

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) White noise theory (60H40) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

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• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• Stochastic stability and control
• On the stability of systems with random parameters

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