scientific article; zbMATH DE number 680681
From MaRDI portal
Publication:4310699
zbMath0809.60077MaRDI QIDQ4310699
Publication date: 1 November 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityaveraging methodsmall perturbationsdifference equations with random parametersdifferential equations with impulse perturbation parameters
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (7)
Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching ⋮ Stability of stochastic systems of random structure with Markov switchings and perturbations ⋮ Existence of Lyapunov-Krasovskii functionals for stochastic functional differential Ito-Skorokhod equations under the condition of solutions' stability on probability with finite aftereffect ⋮ One form of Lyapunov operator for stochastic dynamic system with Markov parameters ⋮ Study of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchings ⋮ Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems ⋮ Lyapunov function method for investigation of stability of stochastic Ito random-structure systems with impulse Markov switchings. II: First-approximation stability of stochastic impulse systems with Markov parameters
This page was built for publication:
