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Stability Radii of Some Stochastic Differential Equations

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Publication:4715826
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DOI10.1080/17442509508834010zbMath0858.60055OpenAlexW1979869336MaRDI QIDQ4715826

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Publication date: 23 March 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834010


zbMATH Keywords

stochastic Itô systemcharacterizations of the stability radiimultiperturbations


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)


Related Items

Stability radii of differential-algebraic equations with respect to stochastic perturbations ⋮ H∞-type control for discrete-time stochastic systems ⋮ Stability radii of some time-varying linear stochastic differential systems ⋮ Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties ⋮ Robust stability, stabilization and ?? control of time-delay systems with Markovian jump parameters ⋮ Parametrized riccati equations associated to input-output operators for discrete-time systems with state-dependent noise



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