Mean square stability of linear dynamical systems with small Markov perturbations. I. Bounded coefficients

DOI10.1515/ROSE.1996.4.2.133zbMath0861.60072OpenAlexW4249226844MaRDI QIDQ4889497

Yevgeny Tsarkov, Lambros S. Katafygiotis

Publication date: 22 April 1997

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.2.133

zbMATH Keywords

stabilityexponential stabilityrandom dynamical systemssmall perturbationsMathieu oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

This page was built for publication: Mean square stability of linear dynamical systems with small Markov perturbations. I. Bounded coefficients