Bounded solutions of affine stochastic differential equations and stability

Aristide Halanay; T. Morozan; C. Tudor

Časopis pro pěstování matematiky (1986)

  • Volume: 111, Issue: 2, page 127-136
  • ISSN: 0528-2195

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Halanay, Aristide, Morozan, T., and Tudor, C.. "Bounded solutions of affine stochastic differential equations and stability." Časopis pro pěstování matematiky 111.2 (1986): 127-136. <http://eudml.org/doc/21637>.

@article{Halanay1986,
author = {Halanay, Aristide, Morozan, T., Tudor, C.},
journal = {Časopis pro pěstování matematiky},
keywords = {affine Ito equations; exponential stability in mean square},
language = {eng},
number = {2},
pages = {127-136},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {Bounded solutions of affine stochastic differential equations and stability},
url = {http://eudml.org/doc/21637},
volume = {111},
year = {1986},
}

TY - JOUR
AU - Halanay, Aristide
AU - Morozan, T.
AU - Tudor, C.
TI - Bounded solutions of affine stochastic differential equations and stability
JO - Časopis pro pěstování matematiky
PY - 1986
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 111
IS - 2
SP - 127
EP - 136
LA - eng
KW - affine Ito equations; exponential stability in mean square
UR - http://eudml.org/doc/21637
ER -

References

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  1. R. Conti, Linear Differential Equations and Control, Academic Press, 1976. (1976) Zbl0356.34007MR0513642
  2. A. Friedman, Stochastic Differential Equations and Applications, vol. 1, Academic Press, 1975. (1975) Zbl0323.60056MR0494490
  3. I. I. Ghikhman V. S. Skorohod, The Theory of Stochastic Processes, vol. 1, Nauka, 1971, (Russian). (1971) 
  4. J. Kurzweil, Invariant manifolds for flows, Proc. Intern. Symp. on Dyn. Systems. Hale & LaSalle eds. Academic Press 1967, 431 - 468. (1967) Zbl0194.12401MR0218698
  5. P. A. Meyer, Processus de Markov, Lecture Notes in Mathematics 26, Springer-Verlag 1967. (1967) Zbl0189.51403MR0219136
  6. T. Morozan, Periodic solutions of affine stochastic differential equations, Preprint INCREST. Zbl0623.60075MR0816728
  7. V. Iu. Prohorov, Convergence of stochastic processes and limit theorems in probability theory, Theor. Prob. Appl. 1 (1956), 157-214 (Russian). (1956) 
  8. L. M. Silverman B. D. O. Anderson, Controllability, Observability and Stability of linear Systems, SIAM Ј. on Control, 6 (1968), 121-130. (1968) MR0233051
  9. W. M. Wonham, On a Matrix Riccati Equation of Stochastic Control, SIAM Ј. on Control 6 (1968), 681-697. (1968) MR0239161

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