Systems containing random parameters with small correlation times

DOI10.1016/0016-0032(69)90099-4zbMath0206.18302OpenAlexW1980110431MaRDI QIDQ2542671

M. A. Leibowitz

Publication date: 1969

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(69)90099-4

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Nonlinear Stochastic Differential Equations Containing Random Parameters with Small and Large Correlation Time ⋮ On stochastic differential equations with non-white noise having small correlation times ⋮ On moment stabilities of weakly stochastic linear systems†

Cites Work

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• On the theory of optimal control. Sufficient coordinates
• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• A Controversy in Problems Involving Random Parametric Excitation
• Stochastic Problems in Physics and Astronomy

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