Mean-square asymptotic stability of linear hereditary systems

DOI10.1080/00207728808547175zbMath0652.93063OpenAlexW1992837260MaRDI QIDQ3798574

T. Sasagawa

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808547175

zbMATH Keywords

Lyapunov functionsupermartingalemean-square asymptotic stabilitylinear stochastic differential equation with delay

Mathematics Subject Classification ID

Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Linear systems in control theory (93C05) Asymptotic theory of functional-differential equations (34K25) Generalizations of martingales (60G48) Stochastic stability in control theory (93E15) Stochastic analysis (60H99)

Related Items (1)

Practical stability analysis for stochastic time-delay systems

Cites Work

• On the stability of processes defined by stochastic difference- differential equations

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