## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of secondβorder weak schemes when applied to 2βdimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEYβVCH Verlag GmbH &
Decomposition and stability of linear systems with multiplicative noise
β Scribed by Kazuhiko Terashima; Hajime Akashi
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 942 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0005-1098
No coin nor oath required. For personal study only.
β¦ Synopsis
A new concept may be usedJbr the analysis of stochastic systems with multiplicative noise, by means of the decomposition q/the associated Lie algebra in simple subalgebra and a radical.
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