Stability of Ordinary Differential Equations with Colored Noise Forcing

DOI10.1137/110855302zbMath1266.93161arXiv1301.2085OpenAlexW2962883020MaRDI QIDQ2840131

Timothy Blass, Louis A. Romero

Publication date: 17 July 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2085

zbMATH Keywords

parametric forcingcolored noiseladder operatorsmoment stabilityFokker-Planck operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic stability in control theory (93E15) Perturbations of ordinary differential equations (34D10)

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A Wong-Zakai approximation for random slow manifolds with application to parameter estimation ⋮ On the Moment Stability of Stochastic Parametrically Forced Equations with Rank One Forcing

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