On the stability of nonlinear stochastic systems

DOI10.1016/0021-8928(66)90011-6zbMath0157.24603OpenAlexW2015266215MaRDI QIDQ5539474

Rafail Z. Khasminskii

Publication date: 1966

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(66)90011-6

zbMATH Keywords

probability theory

Related Items

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Behavior of a linear system under small random excitation of its parameters ⋮ Asymptotical stability of differential equations driven by Hölder continuous paths ⋮ Systems of differential inequalities and stochastic differential equations. III ⋮ Stability of linear stochastic differential equations of mixed type with fractional Brownian motions ⋮ Stability in first approximation of stochastic systems with aftereffect ⋮ Optimal stochastic control

Cites Work

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• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• On the Almost Sure Stability of Linear Dynamic Systems With Stochastic Coefficients
• On Almost Sure Stability of Linear Systems with Random Coefficients
• A Comment on “The Behavior of Linear Systems with Random Parametric Excitation”