Parametrically stochastic linear differential equations-Reference-Cited by-同舟云学术

Parametrically stochastic linear differential equations

Published:1976 Issue: Volume: Page:8-21
ISSN:0303-3929
Container-title:Mathematical Programming Studies
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Author:

Brockett Roger W.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0120760.pdf

Reference15 articles.

1. D.L. Elliott, “Diffusions on manifolds arising from controllable systems”, in: D.O. Mayne and R.W. Brockett, eds., Geometric methods in system theory (Reidel, Dordrecht, 1973).

2. R.W. Brockett, “Lie theory and control systems defined on spheres”, SIAM Journal on Applied Mathematics 25 (2) (1973) 213–225.

3. M.B. Nevel’son and R.Z. Khas’minskii” Stability of a linear system with disturbances of its parameters”, Journal of Applied Mathematics and Mechanics 30 (1966) 487–494.

4. D.L. Kleinman, “On the stability of linear stochastic systems”, IEEE Transactions on Automatic Control, AC-14 (4) (1969) 429–430.

5. M. Wonham, “Random differential equations in control theory”, in: A.T. Bharucha-Reid, ed., Probabilistic methods in applied mathematics, Vol. 2 (Academic Press, New York, 1974).

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