On the stability of linear and non-linear stochastic transformations

DOI10.1080/00207178108922544zbMath0473.93073OpenAlexW2124703954MaRDI QIDQ3929647

T. K. Caughey, Fai Ma

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922544

zbMATH Keywords

momentsstabilityLie algebrastochastic transformationsample spaceindependent stochastic point mappings

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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Cites Work

• Stability of higher order moments for linear stochastic systems
• Lie Theory and Control Systems Defined on Spheres
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