Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients

DOI10.1137/0146053zbMath0613.60053OpenAlexW1964092941MaRDI QIDQ4720488

No author found.

Publication date: 1986

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1903/4392

zbMATH Keywords

Lyapunov exponentslinear stochastic differential equationproducts of random matricesstabilizing an unstable system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

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