One form of Lyapunov operator for stochastic dynamic system with Markov parameters

DOI10.1155/2016/1694935zbMath1487.60114OpenAlexW2526578258WikidataQ59127746 ScholiaQ59127746MaRDI QIDQ670547

Taras O. Lukashiv

Publication date: 18 March 2019

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/1694935

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Generation, random and stochastic difference and differential equations (37H10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites Work

• Stability of stochastic delay hybrid systems with jumps
• Stochastic stability and robust control for sampled-data systems with Markovian jump parameters
• Lyapunov function method for investigation of stability of stochastic Ito random-structure systems with impulse Markov switchings. II: First-approximation stability of stochastic impulse systems with Markov parameters
• Stability of stochastic differential equations with Markovian switching
• Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
• Stochastic Differential Equations with Markovian Switching
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