On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process
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Publication:5107654
DOI10.1137/S0040585X97T989799zbMath1434.60218OpenAlexW3019789386MaRDI QIDQ5107654
Publication date: 28 April 2020
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t989799
controlasymptotic stabilityquadratic functionalupper functionstochastic regulatortime-varying Ornstein-Uhlenbeck process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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Cites Work
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