Analysis of stability of stochastic dynamic systems under Poisson perturbations. II: Stability of solutions in quadratic mean of systems of linear stochastic differential equations under Poisson perturbations

DOI10.1007/S10559-006-0021-7zbMath1102.60053OpenAlexW2018249551MaRDI QIDQ852246

N. E. Zubov

Publication date: 28 November 2006

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-006-0021-7

zbMATH Keywords

stability in quadratic meanstochastic dynamic systemPoisson perturbations

Mathematics Subject Classification ID

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

Related Items (1)

Stability of stochastic self-adjusting automatic control systems with after effect. I: Mean square asymptotic stability of systems of linear stochastic differential-difference equations

Cites Work

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• Stability analysis of stochastic dynamic systems under Poisson perturbations. I: General analysis of stability of solutions of stochastic differential equations under Poisson perturbations
• Construction of analogs of the Lyapunov equation for a matrix polynomial

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