A property of stable systems of linear stochastic equations

DOI10.1007/BF01071003zbMath0714.60045MaRDI QIDQ5895278

R. V. Bobrik

Publication date: 1990

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationexponential stabilitystationary Gaussian process

Mathematics Subject Classification ID

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

Cites Work

• Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems
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