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A property of stable systems of linear stochastic equations - MaRDI portal

A property of stable systems of linear stochastic equations

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Publication:5899794

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DOI10.1007/BF01071003zbMath0699.60041MaRDI QIDQ5899794

R. V. Bobrik

Publication date: 1990

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

zbMATH Keywords

stochastic differential equation exponential stability stationary Gaussian process

Mathematics Subject Classification ID

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

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