Systems of Linear Stochastic Equations

Author:

Khasminskii Rafail

Publisher

Springer Berlin Heidelberg

Reference36 articles.

1. Arnold, L.: Stabilization by noise revisited. Z. Angew. Math. Mech. 70(7), 235–246 (1990)

2. Lecture Notes in Math.;L. Arnold,1986

3. Baxendale, P.: Moment stability and large deviations for linear stochastic differential equations. In: Ikeda, N. (ed.) Proc. Taniguchi Symp. on Probab. Meth. in Math. Physics, Katata and Kyoto, 1985, pp. 31–54. Kinokuniya, Tokyo (1987)

4. Bedelbaev, A.K.: On the structure of Lyapunov functions which are quadratic forms and their application to the stability of control systems. Avtomatika (Kiev) 1, 37–43 (1958) (Ukrainian)

5. Bellman, R.E.: Stochastic transformation and functional equations. In: Proc. Symp. Appl. Math., vol. 16, pp. 171–177. Am. Math. Soc., Providence (1964)

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