Stationary solutions for linear systems with additive noise

DOI10.1080/17442508108833182zbMath0469.60056OpenAlexW2017448151MaRDI QIDQ3923343

Steven Orey

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833182

zbMATH Keywords

Cesaro limitweak stationary solutionslinear system with noisestrong stationary solution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Characterization of stochastic processes which stabilize linear companion form systems. ⋮ Stabilization of companion form systems by mean zero noise ⋮ Stationary solutions of linear systems with additive and multiplicative noise

Cites Work

• The Influence of External Real and White Noise on the L<scp>OTKA</scp>‐V<scp>OLTERRA</scp> Model

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