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-Reference-Cited by-同舟云学术

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

Published:2005-11 Issue:6 Volume:41 Page:832-846
ISSN:1060-0396
Container-title:Cybernetics and Systems Analysis
language:en
Short-container-title:Cybern Syst Anal

Author:

Darijtchuk I. V.,Jasynsky V. K.,Nikitin A. V.

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s10559-006-0021-7.pdf

Reference7 articles.

1. I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Naukova Dumka, Kiev (1968).

2. I. V. Darijtchuk, V. K. Jasynsky, and E. V. Jasynsky, “Stability analysis of stochastic dynamic systems under Poisson perturbations. I. General analysis of stability of solutions of stochastic differential equations under Poisson perturbations,” Kibern. Sist. Anal., No. 4, 66–78 (2005).

3. A. G. Mazko, “Construction of analogs of the Lyapunov equation for a matrix polynomial,” Ukr. Mat. Zh., 47, No. 3, 337–343 (1995).

4. D. G. Korenevskii, Stability of Dynamic Systems under Random Perturbations of Parameters: Algebraic Criteria [in Russian], Naukova Dumka, Kiev (1989).

5. F. R. Gantmakher, Theory of Matrices [in Russian], Nauka, Moscow (1967).

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