Stability in the first approximation for stochastic systems

DOI10.1016/0021-8928(67)90206-7zbMath0259.60026OpenAlexW1644526901MaRDI QIDQ5674741

Rafail Z. Khasminskii

Publication date: 1967

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(67)90206-7

Mathematics Subject Classification ID

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

Related Items (4)

Exponential stability of large-scale stochastic differential equations ⋮ A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise ⋮ Exponential stability for stochastic differential equation driven by G-Brownian motion ⋮ A survey of stability of stochastic systems

Cites Work

• Convergence of moments of the Robbins-Monro procedure
• On the stability of systems with random parameters
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