Dynamic systems driven by Markov processes

DOI10.1063/1.526844zbMath0573.60052OpenAlexW2021986803MaRDI QIDQ3692566

Andrzej Korzeniowski

Publication date: 1985

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.526844

zbMATH Keywords

asymptotic stabilityFeynman-Kac formulainfinitesimal generatordynamic reliability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (2)

The right time to sell a stock whose price is driven by Markovian noise ⋮ On Simulating Wiener Integrals and Their Expectations

Cites Work

• Schrödinger semigroups
• Multiplex control systems: stochastic stability and dynamic reliability
• Logarithmic norm and stability of linear systems with random parameters†

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