Stationary Probability Distributions for Linear Time-Invariant Systems

DOI10.1137/0315030zbMath0386.60041OpenAlexW2078675915MaRDI QIDQ4167350

Jakov Snyders

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1137/0315030

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuity and singularity of induced measures (60G30)

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