Convergent sampling of continuous time hereditary stochastic systems

DOI10.1016/0022-247X(91)90041-WzbMath0722.34066MaRDI QIDQ755992

Mostafa Shiva, Farrokh Abrishamkar

Publication date: 1991

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

discrete-time approximationcontinuous time hereditary stochastic differential equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03)

Cites Work

• Differential-difference equations
• Differential equations: Stability, oscillations, time lags
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• A theorem on duality between estimation and control for linear stochastic systems with time delay
• Necessary Conditions for Control Problems with Variable Time Lags
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